| group | |
|---|---|
| Start | 2022-12-22 00:00:00 |
| End | 2024-11-20 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 17476.69605 |
| Total Return [%] | 74.766961 |
| Max Gross Exposure [%] | 119.690534 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 8.319024 |
| Max Drawdown Duration | 101 days 00:00:00 |
| Profit Factor | 3.706029 |
| Expectancy | 14.029454 |
| Sharpe Ratio | 2.294752 |
| Calmar Ratio | 6.341125 |
| Omega Ratio | 1.398196 |
| Sortino Ratio | 3.731782 |
| Skew | 0.476495 |
| Kurtosis | 3.478653 |
| Tail Ratio | 1.139728 |
| Common Sense Ratio | 1.740956 |
| Value at Risk | -0.014433 |
| Alpha | 0.527166 |
| Beta | 0.052987 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, EXPD) | 82.207149 | 2022-12-27 | 103.058972 | 0.0 | 2023-01-10 | 105.140457 | 0.0 | -171.112965 | -0.020197 | Short | Closed |
| 1 | 1 | (entries/exits, EXPD) | 77.906424 | 2023-01-10 | 105.324186 | 0.0 | 2023-02-08 | 109.500141 | 0.0 | 325.333788 | 0.039649 | Long | Closed |
| 2 | 2 | (entries/exits, EXPD) | 99.181851 | 2023-02-08 | 108.040215 | 0.0 | 2023-03-21 | 103.246481 | 0.0 | 475.451403 | 0.044370 | Short | Closed |
| 3 | 3 | (entries/exits, EXPD) | 85.326154 | 2023-03-21 | 102.789154 | 0.0 | 2023-05-03 | 113.792215 | 0.0 | 938.848885 | 0.107045 | Long | Closed |
| 4 | 4 | (entries/exits, EXPD) | 90.215024 | 2023-05-03 | 113.809329 | 0.0 | 2023-05-22 | 110.948561 | 0.0 | 258.084256 | 0.025136 | Short | Closed |
| 5 | 5 | (entries/exits, EXPD) | 88.972747 | 2023-05-22 | 111.012362 | 0.0 | 2023-07-11 | 119.556327 | 0.0 | 760.180032 | 0.076964 | Long | Closed |
| 6 | 6 | (entries/exits, EXPD) | 83.576036 | 2023-07-11 | 119.956138 | 0.0 | 2023-07-13 | 118.796814 | 0.0 | 96.891708 | 0.009665 | Short | Closed |
| 7 | 7 | (entries/exits, EXPD) | 85.696913 | 2023-07-13 | 118.832407 | 0.0 | 2023-08-02 | 121.390437 | 0.0 | 219.215338 | 0.021526 | Long | Closed |
| 8 | 8 | (entries/exits, EXPD) | 105.061365 | 2023-08-02 | 120.053084 | 0.0 | 2023-09-01 | 113.650197 | 0.0 | 672.696054 | 0.053334 | Short | Closed |
| 9 | 9 | (entries/exits, EXPD) | 97.144726 | 2023-09-01 | 113.521570 | 0.0 | 2023-09-21 | 110.302120 | 0.0 | -312.752598 | -0.028360 | Long | Closed |
| 10 | 10 | (entries/exits, EXPD) | 121.493000 | 2023-09-21 | 110.265231 | 0.0 | 2023-11-02 | 110.547223 | 0.0 | -34.260128 | -0.002557 | Short | Closed |
| 11 | 11 | (entries/exits, EXPD) | 98.829926 | 2023-11-02 | 110.256230 | 0.0 | 2024-01-03 | 124.351660 | 0.0 | 1393.050310 | 0.127842 | Long | Closed |
| 12 | 12 | (entries/exits, EXPD) | 103.825009 | 2024-01-03 | 124.673847 | 0.0 | 2024-01-29 | 125.744248 | 0.0 | -111.134434 | -0.008586 | Short | Closed |
| 13 | 13 | (entries/exits, EXPD) | 92.592091 | 2024-01-29 | 125.760990 | 0.0 | 2024-02-13 | 122.943752 | 0.0 | -260.853963 | -0.022402 | Long | Closed |
| 14 | 14 | (entries/exits, EXPD) | 122.428662 | 2024-02-13 | 121.155969 | 0.0 | 2024-03-19 | 115.860899 | 0.0 | 648.268377 | 0.043705 | Short | Closed |
| 15 | 15 | (entries/exits, EXPD) | 107.091310 | 2024-03-19 | 115.503254 | 0.0 | 2024-04-11 | 116.569649 | 0.0 | 114.201571 | 0.009233 | Long | Closed |
| 16 | 16 | (entries/exits, EXPD) | 118.964662 | 2024-04-11 | 115.945334 | 0.0 | 2024-05-06 | 113.340839 | 0.0 | 309.842776 | 0.022463 | Short | Closed |
| 17 | 17 | (entries/exits, EXPD) | 111.320080 | 2024-05-06 | 113.540362 | 0.0 | 2024-06-10 | 124.892578 | 0.0 | 1263.729637 | 0.099984 | Long | Closed |
| 18 | 18 | (entries/exits, EXPD) | 112.972694 | 2024-06-10 | 125.037215 | 0.0 | 2024-06-18 | 122.940910 | 0.0 | 236.825170 | 0.016765 | Short | Closed |
| 19 | 19 | (entries/exits, EXPD) | 120.202141 | 2024-06-18 | 122.700341 | 0.0 | 2024-09-23 | 123.610745 | 0.0 | 109.432517 | 0.007420 | Long | Closed |
| 20 | 20 | (entries/exits, EXPD) | 127.800602 | 2024-09-23 | 123.690114 | 0.0 | 2024-10-15 | 120.453120 | 0.0 | 413.689864 | 0.026170 | Short | Closed |
| 21 | 21 | (entries/exits, EXPD) | 116.336966 | 2024-10-15 | 119.778091 | 0.0 | 2024-10-31 | 117.478025 | 0.0 | -267.582682 | -0.019203 | Long | Closed |
| 22 | 22 | (entries/exits, EXPD) | 128.523632 | 2024-10-31 | 117.476607 | 0.0 | 2024-11-20 | 117.546419 | 0.0 | -8.972464 | -0.000594 | Short | Open |
| 23 | 23 | (entries/exits stock two, MCO) | 8.332457 | 2022-12-27 | 270.019924 | 0.0 | 2023-01-10 | 289.096613 | 0.0 | 158.955677 | 0.070649 | Long | Closed |
| 24 | 24 | (entries/exits stock two, MCO) | 7.918303 | 2023-01-10 | 292.615542 | 0.0 | 2023-02-08 | 305.291113 | 0.0 | -100.369022 | -0.043318 | Short | Closed |
| 25 | 25 | (entries/exits stock two, MCO) | 9.068848 | 2023-02-08 | 300.994684 | 0.0 | 2023-03-21 | 291.155600 | 0.0 | -89.229161 | -0.032689 | Long | Closed |
| 26 | 26 | (entries/exits stock two, MCO) | 8.888746 | 2023-03-21 | 291.705242 | 0.0 | 2023-05-03 | 294.455465 | 0.0 | -24.446038 | -0.009428 | Short | Closed |
| 27 | 27 | (entries/exits stock two, MCO) | 8.598903 | 2023-05-03 | 294.452334 | 0.0 | 2023-05-22 | 314.844689 | 0.0 | 175.351888 | 0.069255 | Long | Closed |
| 28 | 28 | (entries/exits stock two, MCO) | 9.129509 | 2023-05-22 | 316.679294 | 0.0 | 2023-07-11 | 331.939558 | 0.0 | -139.318721 | -0.048188 | Short | Closed |
| 29 | 29 | (entries/exits stock two, MCO) | 7.866899 | 2023-07-11 | 333.208374 | 0.0 | 2023-07-13 | 344.203238 | 0.0 | 86.495482 | 0.032997 | Long | Closed |
| 30 | 30 | (entries/exits stock two, MCO) | 8.210244 | 2023-07-13 | 344.541382 | 0.0 | 2023-08-02 | 338.077839 | 0.0 | 53.067269 | 0.018760 | Short | Closed |
| 31 | 31 | (entries/exits stock two, MCO) | 9.462158 | 2023-08-02 | 336.205616 | 0.0 | 2023-09-01 | 333.704336 | 0.0 | -23.667507 | -0.007440 | Long | Closed |
| 32 | 32 | (entries/exits stock two, MCO) | 8.972762 | 2023-09-01 | 334.104568 | 0.0 | 2023-09-21 | 320.167670 | 0.0 | 125.052460 | 0.041714 | Short | Closed |
| 33 | 33 | (entries/exits stock two, MCO) | 10.917948 | 2023-09-21 | 316.726523 | 0.0 | 2023-11-02 | 320.240154 | 0.0 | 38.361647 | 0.011094 | Long | Closed |
| 34 | 34 | (entries/exits stock two, MCO) | 9.736205 | 2023-11-02 | 326.661421 | 0.0 | 2024-01-03 | 367.762665 | 0.0 | -400.170146 | -0.125822 | Short | Closed |
| 35 | 35 | (entries/exits stock two, MCO) | 8.594961 | 2024-01-03 | 370.343328 | 0.0 | 2024-01-29 | 385.279286 | 0.0 | 128.373986 | 0.040330 | Long | Closed |
| 36 | 36 | (entries/exits stock two, MCO) | 8.237227 | 2024-01-29 | 386.354984 | 0.0 | 2024-02-13 | 367.091423 | 0.0 | 158.678317 | 0.049860 | Short | Closed |
| 37 | 37 | (entries/exits stock two, MCO) | 9.611689 | 2024-02-13 | 365.772131 | 0.0 | 2024-03-19 | 382.278473 | 0.0 | 158.653825 | 0.045127 | Long | Closed |
| 38 | 38 | (entries/exits stock two, MCO) | 8.955190 | 2024-03-19 | 382.987208 | 0.0 | 2024-04-11 | 379.783818 | 0.0 | 28.686965 | 0.008364 | Short | Closed |
| 39 | 39 | (entries/exits stock two, MCO) | 9.230364 | 2024-04-11 | 378.399364 | 0.0 | 2024-05-06 | 382.753649 | 0.0 | 40.191631 | 0.011507 | Long | Closed |
| 40 | 40 | (entries/exits stock two, MCO) | 9.701907 | 2024-05-06 | 385.225139 | 0.0 | 2024-06-10 | 398.414510 | 0.0 | -127.962050 | -0.034238 | Short | Closed |
| 41 | 41 | (entries/exits stock two, MCO) | 9.096603 | 2024-06-10 | 398.330334 | 0.0 | 2024-06-18 | 415.976293 | 0.0 | 160.518289 | 0.044300 | Long | Closed |
| 42 | 42 | (entries/exits stock two, MCO) | 10.988297 | 2024-06-18 | 422.474425 | 0.0 | 2024-09-23 | 466.256445 | 0.0 | -481.089835 | -0.103632 | Short | Closed |
| 43 | 43 | (entries/exits stock two, MCO) | 8.281247 | 2024-09-23 | 474.223783 | 0.0 | 2024-10-15 | 482.435117 | 0.0 | 68.000091 | 0.017315 | Long | Closed |
| 44 | 44 | (entries/exits stock two, MCO) | 8.107872 | 2024-10-15 | 482.103541 | 0.0 | 2024-10-31 | 451.261316 | 0.0 | 250.064810 | 0.063974 | Short | Closed |
| 45 | 45 | (entries/exits stock two, MCO) | 8.568667 | 2024-10-31 | 451.663871 | 0.0 | 2024-11-20 | 470.736119 | 0.0 | 163.423742 | 0.042227 | Long | Open |
| group | |
|---|---|
| Start | 2023-05-18 00:00:00 |
| End | 2025-04-17 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 15061.212635 |
| Total Return [%] | 50.612126 |
| Max Gross Exposure [%] | 123.902082 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 9.104498 |
| Max Drawdown Duration | 101 days 00:00:00 |
| Profit Factor | 2.417556 |
| Expectancy | 8.61282 |
| Sharpe Ratio | 1.643749 |
| Calmar Ratio | 4.003272 |
| Omega Ratio | 1.276183 |
| Sortino Ratio | 2.617068 |
| Skew | 0.592371 |
| Kurtosis | 5.296937 |
| Tail Ratio | 1.147013 |
| Common Sense Ratio | 1.565073 |
| Value at Risk | -0.014827 |
| Alpha | 0.442081 |
| Beta | -0.160417 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, EXPD) | 76.323476 | 2023-05-22 | 111.007245 | 0.0 | 2023-07-11 | 119.599739 | 0.0 | 655.809002 | 0.077405 | Long | Closed |
| 1 | 1 | (entries/exits, EXPD) | 72.220638 | 2023-07-11 | 119.956241 | 0.0 | 2023-07-13 | 118.796814 | 0.0 | 83.734572 | 0.009665 | Short | Closed |
| 2 | 2 | (entries/exits, EXPD) | 73.978605 | 2023-07-13 | 118.828470 | 0.0 | 2023-08-02 | 121.390604 | 0.0 | 189.543120 | 0.021562 | Long | Closed |
| 3 | 3 | (entries/exits, EXPD) | 91.104681 | 2023-08-02 | 120.031749 | 0.0 | 2023-09-01 | 113.649812 | 0.0 | 581.424371 | 0.053169 | Short | Closed |
| 4 | 4 | (entries/exits, EXPD) | 83.910399 | 2023-09-01 | 113.522361 | 0.0 | 2023-09-21 | 110.295351 | 0.0 | -270.779695 | -0.028426 | Long | Closed |
| 5 | 5 | (entries/exits, EXPD) | 105.528287 | 2023-09-21 | 110.266782 | 0.0 | 2023-11-02 | 110.551957 | 0.0 | -30.094042 | -0.002586 | Short | Closed |
| 6 | 6 | (entries/exits, EXPD) | 85.194005 | 2023-11-02 | 110.235180 | 0.0 | 2024-01-03 | 124.410599 | 0.0 | 1207.660710 | 0.128593 | Long | Closed |
| 7 | 7 | (entries/exits, EXPD) | 90.350453 | 2024-01-03 | 124.670593 | 0.0 | 2024-01-29 | 125.742463 | 0.0 | -96.844001 | -0.008598 | Short | Closed |
| 8 | 8 | (entries/exits, EXPD) | 80.245540 | 2024-01-29 | 125.763788 | 0.0 | 2024-02-13 | 122.940131 | 0.0 | -226.585848 | -0.022452 | Long | Closed |
| 9 | 9 | (entries/exits, EXPD) | 106.452138 | 2024-02-13 | 121.137154 | 0.0 | 2024-03-19 | 115.867921 | 0.0 | 560.921211 | 0.043498 | Short | Closed |
| 10 | 10 | (entries/exits, EXPD) | 92.523317 | 2024-03-19 | 115.499996 | 0.0 | 2024-04-11 | 116.565648 | 0.0 | 98.597708 | 0.009226 | Long | Closed |
| 11 | 11 | (entries/exits, EXPD) | 103.309041 | 2024-04-11 | 115.937977 | 0.0 | 2024-05-06 | 113.339000 | 0.0 | 268.497814 | 0.022417 | Short | Closed |
| 12 | 12 | (entries/exits, EXPD) | 96.319973 | 2024-05-06 | 113.532903 | 0.0 | 2024-06-10 | 124.925065 | 0.0 | 1097.292743 | 0.100342 | Long | Closed |
| 13 | 13 | (entries/exits, EXPD) | 98.333720 | 2024-06-10 | 125.034852 | 0.0 | 2024-06-18 | 122.941160 | 0.0 | 205.880482 | 0.016745 | Short | Closed |
| 14 | 14 | (entries/exits, EXPD) | 103.567347 | 2024-06-18 | 122.724894 | 0.0 | 2024-09-23 | 123.641357 | 0.0 | 94.915601 | 0.007468 | Long | Closed |
| 15 | 15 | (entries/exits, EXPD) | 111.750689 | 2024-09-23 | 123.686292 | 0.0 | 2024-10-15 | 120.460113 | 0.0 | 360.527761 | 0.026084 | Short | Closed |
| 16 | 16 | (entries/exits, EXPD) | 101.298756 | 2024-10-15 | 119.780299 | 0.0 | 2024-10-31 | 117.478011 | 0.0 | -233.218874 | -0.019221 | Long | Closed |
| 17 | 17 | (entries/exits, EXPD) | 111.995877 | 2024-10-31 | 117.476259 | 0.0 | 2024-11-25 | 120.627143 | 0.0 | -352.886033 | -0.026821 | Short | Closed |
| 18 | 18 | (entries/exits, EXPD) | 99.658829 | 2024-11-25 | 120.768508 | 0.0 | 2024-12-18 | 113.580795 | 0.0 | -716.319064 | -0.059516 | Long | Closed |
| 19 | 19 | (entries/exits, EXPD) | 116.619079 | 2024-12-18 | 113.001630 | 0.0 | 2025-01-21 | 111.863577 | 0.0 | 132.718729 | 0.010071 | Short | Closed |
| 20 | 20 | (entries/exits, EXPD) | 106.042928 | 2025-01-21 | 111.999784 | 0.0 | 2025-02-27 | 116.146888 | 0.0 | 439.771105 | 0.037028 | Long | Closed |
| 21 | 21 | (entries/exits, EXPD) | 164.464508 | 2025-02-27 | 113.971988 | 0.0 | 2025-04-17 | 108.848673 | 0.0 | 842.603398 | 0.044952 | Short | Open |
| 22 | 22 | (entries/exits stock two, MCO) | 6.790335 | 2023-05-22 | 316.695904 | 0.0 | 2023-07-11 | 331.928479 | 0.0 | -103.434279 | -0.048098 | Short | Closed |
| 23 | 23 | (entries/exits stock two, MCO) | 5.861223 | 2023-07-11 | 333.208374 | 0.0 | 2023-07-13 | 344.201621 | 0.0 | 64.433873 | 0.032992 | Long | Closed |
| 24 | 24 | (entries/exits stock two, MCO) | 6.113882 | 2023-07-13 | 344.543758 | 0.0 | 2023-08-02 | 338.064153 | 0.0 | 39.615540 | 0.018806 | Short | Closed |
| 25 | 25 | (entries/exits stock two, MCO) | 7.079058 | 2023-08-02 | 336.170062 | 0.0 | 2023-09-01 | 333.694850 | 0.0 | -17.522171 | -0.007363 | Long | Closed |
| 26 | 26 | (entries/exits stock two, MCO) | 6.687694 | 2023-09-01 | 334.103815 | 0.0 | 2023-09-21 | 320.155313 | 0.0 | 93.283307 | 0.041749 | Short | Closed |
| 27 | 27 | (entries/exits stock two, MCO) | 8.176619 | 2023-09-21 | 316.666036 | 0.0 | 2023-11-02 | 320.202457 | 0.0 | 28.915970 | 0.011168 | Long | Closed |
| 28 | 28 | (entries/exits stock two, MCO) | 7.268691 | 2023-11-02 | 326.744630 | 0.0 | 2024-01-03 | 367.788509 | 0.0 | -298.335295 | -0.125615 | Short | Closed |
| 29 | 29 | (entries/exits stock two, MCO) | 6.447371 | 2024-01-03 | 370.347684 | 0.0 | 2024-01-29 | 385.258642 | 0.0 | 96.136484 | 0.040262 | Long | Closed |
| 30 | 30 | (entries/exits stock two, MCO) | 6.156449 | 2024-01-29 | 386.349913 | 0.0 | 2024-02-13 | 367.050557 | 0.0 | 118.815498 | 0.049953 | Short | Closed |
| 31 | 31 | (entries/exits stock two, MCO) | 7.207579 | 2024-02-13 | 365.809904 | 0.0 | 2024-03-19 | 382.263402 | 0.0 | 118.589895 | 0.044978 | Long | Closed |
| 32 | 32 | (entries/exits stock two, MCO) | 6.687357 | 2024-03-19 | 383.000115 | 0.0 | 2024-04-11 | 379.778449 | 0.0 | 21.544428 | 0.008412 | Short | Closed |
| 33 | 33 | (entries/exits stock two, MCO) | 6.911069 | 2024-04-11 | 378.375659 | 0.0 | 2024-05-06 | 382.736492 | 0.0 | 30.138016 | 0.011525 | Long | Closed |
| 34 | 34 | (entries/exits stock two, MCO) | 7.249082 | 2024-05-06 | 385.228820 | 0.0 | 2024-06-10 | 398.407559 | 0.0 | -95.533750 | -0.034210 | Short | Closed |
| 35 | 35 | (entries/exits stock two, MCO) | 6.823248 | 2024-06-10 | 398.334806 | 0.0 | 2024-06-18 | 415.969010 | 0.0 | 120.322547 | 0.044270 | Long | Closed |
| 36 | 36 | (entries/exits stock two, MCO) | 8.231543 | 2024-06-18 | 422.518034 | 0.0 | 2024-09-23 | 466.282047 | 0.0 | -360.245344 | -0.103579 | Short | Closed |
| 37 | 37 | (entries/exits stock two, MCO) | 6.243036 | 2024-09-23 | 474.190089 | 0.0 | 2024-10-15 | 482.403322 | 0.0 | 51.275511 | 0.017321 | Long | Closed |
| 38 | 38 | (entries/exits stock two, MCO) | 6.083394 | 2024-10-15 | 482.131404 | 0.0 | 2024-10-31 | 451.256500 | 0.0 | 187.824191 | 0.064038 | Short | Closed |
| 39 | 39 | (entries/exits stock two, MCO) | 6.439093 | 2024-10-31 | 451.689374 | 0.0 | 2024-11-25 | 488.498125 | 0.0 | 237.014953 | 0.081491 | Long | Closed |
| 40 | 40 | (entries/exits stock two, MCO) | 5.800784 | 2024-11-25 | 491.199089 | 0.0 | 2024-12-18 | 469.414021 | 0.0 | 126.370484 | 0.044351 | Short | Closed |
| 41 | 41 | (entries/exits stock two, MCO) | 6.358966 | 2024-12-18 | 466.425876 | 0.0 | 2025-01-21 | 480.518922 | 0.0 | 89.617204 | 0.030215 | Long | Closed |
| 42 | 42 | (entries/exits stock two, MCO) | 6.319219 | 2025-01-21 | 485.088203 | 0.0 | 2025-02-27 | 492.877742 | 0.0 | -49.223805 | -0.016058 | Short | Closed |
| 43 | 43 | (entries/exits stock two, MCO) | 8.947855 | 2025-02-27 | 467.178616 | 0.0 | 2025-04-17 | 430.123767 | 0.0 | -331.561395 | -0.079316 | Long | Open |
| group | |
|---|---|
| Start | 2023-10-11 00:00:00 |
| End | 2025-09-11 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 14522.02306 |
| Total Return [%] | 45.220231 |
| Max Gross Exposure [%] | 123.864803 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 9.115407 |
| Max Drawdown Duration | 101 days 00:00:00 |
| Profit Factor | 2.743631 |
| Expectancy | 9.445604 |
| Sharpe Ratio | 1.438916 |
| Calmar Ratio | 3.59005 |
| Omega Ratio | 1.237428 |
| Sortino Ratio | 2.30684 |
| Skew | 0.629996 |
| Kurtosis | 4.800805 |
| Tail Ratio | 1.1764 |
| Common Sense Ratio | 1.561374 |
| Value at Risk | -0.015179 |
| Alpha | 0.410385 |
| Beta | -0.109273 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, EXPD) | 82.962103 | 2023-10-18 | 113.519354 | 0.0 | 2023-11-02 | 109.971335 | 0.0 | 294.351149 | 0.031255 | Short | Closed |
| 1 | 1 | (entries/exits, EXPD) | 78.186610 | 2023-11-02 | 110.234594 | 0.0 | 2024-01-03 | 124.412230 | 0.0 | 1108.501313 | 0.128613 | Long | Closed |
| 2 | 2 | (entries/exits, EXPD) | 82.940573 | 2024-01-03 | 124.670503 | 0.0 | 2024-01-29 | 125.742414 | 0.0 | -88.904917 | -0.008598 | Short | Closed |
| 3 | 3 | (entries/exits, EXPD) | 73.656058 | 2024-01-29 | 125.763865 | 0.0 | 2024-02-13 | 122.940031 | 0.0 | -207.992469 | -0.022453 | Long | Closed |
| 4 | 4 | (entries/exits, EXPD) | 97.719472 | 2024-02-13 | 121.136638 | 0.0 | 2024-03-19 | 115.868113 | 0.0 | 514.837413 | 0.043492 | Short | Closed |
| 5 | 5 | (entries/exits, EXPD) | 84.918322 | 2024-03-19 | 115.499905 | 0.0 | 2024-04-11 | 116.565537 | 0.0 | 90.491687 | 0.009226 | Long | Closed |
| 6 | 6 | (entries/exits, EXPD) | 94.830904 | 2024-04-11 | 115.937774 | 0.0 | 2024-05-06 | 113.338949 | 0.0 | 246.448928 | 0.022416 | Short | Closed |
| 7 | 7 | (entries/exits, EXPD) | 88.406530 | 2024-05-06 | 113.532697 | 0.0 | 2024-06-10 | 124.925963 | 0.0 | 1007.239188 | 0.100352 | Long | Closed |
| 8 | 8 | (entries/exits, EXPD) | 90.269657 | 2024-06-10 | 125.034786 | 0.0 | 2024-06-18 | 122.941167 | 0.0 | 188.990326 | 0.016744 | Short | Closed |
| 9 | 9 | (entries/exits, EXPD) | 95.047290 | 2024-06-18 | 122.725578 | 0.0 | 2024-09-23 | 123.642209 | 0.0 | 87.123277 | 0.007469 | Long | Closed |
| 10 | 10 | (entries/exits, EXPD) | 102.599256 | 2024-09-23 | 123.686187 | 0.0 | 2024-10-15 | 120.460305 | 0.0 | 330.973079 | 0.026081 | Short | Closed |
| 11 | 11 | (entries/exits, EXPD) | 92.992444 | 2024-10-15 | 119.780360 | 0.0 | 2024-10-31 | 117.478011 | 0.0 | -214.101053 | -0.019221 | Long | Closed |
| 12 | 12 | (entries/exits, EXPD) | 102.814582 | 2024-10-31 | 117.476250 | 0.0 | 2024-11-25 | 120.627004 | 0.0 | -323.943533 | -0.026820 | Short | Closed |
| 13 | 13 | (entries/exits, EXPD) | 91.473710 | 2024-11-25 | 120.768702 | 0.0 | 2024-12-18 | 113.580686 | 0.0 | -657.514478 | -0.059519 | Long | Closed |
| 14 | 14 | (entries/exits, EXPD) | 107.046904 | 2024-12-18 | 113.001373 | 0.0 | 2025-01-21 | 111.863515 | 0.0 | 121.804195 | 0.010069 | Short | Closed |
| 15 | 15 | (entries/exits, EXPD) | 97.321254 | 2025-01-21 | 111.999685 | 0.0 | 2025-02-27 | 116.147240 | 0.0 | 403.645266 | 0.037032 | Long | Closed |
| 16 | 16 | (entries/exits, EXPD) | 158.889185 | 2025-02-27 | 113.593823 | 0.0 | 2025-04-30 | 110.977845 | 0.0 | 415.650546 | 0.023029 | Short | Closed |
| 17 | 17 | (entries/exits, EXPD) | 106.684385 | 2025-04-30 | 109.244102 | 0.0 | 2025-06-13 | 114.197062 | 0.0 | 528.403467 | 0.045338 | Long | Closed |
| 18 | 18 | (entries/exits, EXPD) | 106.915556 | 2025-06-13 | 114.187094 | 0.0 | 2025-06-30 | 114.255557 | 0.0 | -7.319820 | -0.000600 | Short | Closed |
| 19 | 19 | (entries/exits, EXPD) | 107.019451 | 2025-06-30 | 114.331699 | 0.0 | 2025-08-25 | 120.182244 | 0.0 | 626.122058 | 0.051172 | Long | Closed |
| 20 | 20 | (entries/exits, EXPD) | 105.520723 | 2025-08-25 | 120.377629 | 0.0 | 2025-09-11 | 123.234926 | 0.0 | -301.504027 | -0.023736 | Short | Open |
| 21 | 21 | (entries/exits stock two, MCO) | 6.587948 | 2023-10-18 | 308.493733 | 0.0 | 2023-11-02 | 320.975148 | 0.0 | 82.226916 | 0.040459 | Long | Closed |
| 22 | 22 | (entries/exits stock two, MCO) | 6.643146 | 2023-11-02 | 326.747070 | 0.0 | 2024-01-03 | 367.789185 | 0.0 | -272.648739 | -0.125608 | Short | Closed |
| 23 | 23 | (entries/exits stock two, MCO) | 5.893257 | 2024-01-03 | 370.347803 | 0.0 | 2024-01-29 | 385.258073 | 0.0 | 87.870045 | 0.040260 | Long | Closed |
| 24 | 24 | (entries/exits stock two, MCO) | 5.626816 | 2024-01-29 | 386.349777 | 0.0 | 2024-02-13 | 367.049595 | 0.0 | 108.598580 | 0.049955 | Short | Closed |
| 25 | 25 | (entries/exits stock two, MCO) | 6.588064 | 2024-02-13 | 365.810940 | 0.0 | 2024-03-19 | 382.262988 | 0.0 | 108.387150 | 0.044974 | Long | Closed |
| 26 | 26 | (entries/exits stock two, MCO) | 6.111855 | 2024-03-19 | 383.000471 | 0.0 | 2024-04-11 | 379.778301 | 0.0 | 19.693435 | 0.008413 | Short | Closed |
| 27 | 27 | (entries/exits stock two, MCO) | 6.316774 | 2024-04-11 | 378.375007 | 0.0 | 2024-05-06 | 382.736020 | 0.0 | 27.547533 | 0.011526 | Long | Closed |
| 28 | 28 | (entries/exits stock two, MCO) | 6.625354 | 2024-05-06 | 385.228937 | 0.0 | 2024-06-10 | 398.407357 | 0.0 | -87.311707 | -0.034209 | Short | Closed |
| 29 | 29 | (entries/exits stock two, MCO) | 6.236816 | 2024-06-10 | 398.334929 | 0.0 | 2024-06-18 | 415.968809 | 0.0 | 109.979266 | 0.044269 | Long | Closed |
| 30 | 30 | (entries/exits stock two, MCO) | 7.523805 | 2024-06-18 | 422.519237 | 0.0 | 2024-09-23 | 466.282753 | 0.0 | -329.268146 | -0.103578 | Short | Closed |
| 31 | 31 | (entries/exits stock two, MCO) | 5.707262 | 2024-09-23 | 474.189163 | 0.0 | 2024-10-15 | 482.402447 | 0.0 | 46.875367 | 0.017321 | Long | Closed |
| 32 | 32 | (entries/exits stock two, MCO) | 5.560593 | 2024-10-15 | 482.132172 | 0.0 | 2024-10-31 | 451.256366 | 0.0 | 171.687776 | 0.064040 | Short | Closed |
| 33 | 33 | (entries/exits stock two, MCO) | 5.885974 | 2024-10-31 | 451.690074 | 0.0 | 2024-11-25 | 488.496115 | 0.0 | 216.639383 | 0.081485 | Long | Closed |
| 34 | 34 | (entries/exits stock two, MCO) | 5.301648 | 2024-11-25 | 491.199176 | 0.0 | 2024-12-18 | 469.414037 | 0.0 | 115.497141 | 0.044351 | Short | Closed |
| 35 | 35 | (entries/exits stock two, MCO) | 5.812191 | 2024-12-18 | 466.425161 | 0.0 | 2025-01-21 | 480.517825 | 0.0 | 81.909252 | 0.030214 | Long | Closed |
| 36 | 36 | (entries/exits stock two, MCO) | 5.775356 | 2025-01-21 | 485.088722 | 0.0 | 2025-02-27 | 492.876744 | 0.0 | -44.978599 | -0.016055 | Short | Closed |
| 37 | 37 | (entries/exits stock two, MCO) | 8.518348 | 2025-02-27 | 465.294487 | 0.0 | 2025-04-30 | 449.517413 | 0.0 | -134.394599 | -0.033908 | Long | Closed |
| 38 | 38 | (entries/exits stock two, MCO) | 6.132173 | 2025-04-30 | 454.119365 | 0.0 | 2025-06-13 | 471.376917 | 0.0 | -105.826295 | -0.038002 | Short | Closed |
| 39 | 39 | (entries/exits stock two, MCO) | 5.779823 | 2025-06-13 | 471.244284 | 0.0 | 2025-06-30 | 499.183789 | 0.0 | 161.485386 | 0.059289 | Long | Closed |
| 40 | 40 | (entries/exits stock two, MCO) | 6.439508 | 2025-06-30 | 501.673032 | 0.0 | 2025-08-25 | 509.855323 | 0.0 | -52.689921 | -0.016310 | Short | Closed |
| 41 | 41 | (entries/exits stock two, MCO) | 5.590674 | 2025-08-25 | 509.656362 | 0.0 | 2025-09-11 | 518.142323 | 0.0 | 47.442239 | 0.016650 | Long | Open |
| group | |
|---|---|
| Start | 2022-12-22 00:00:00 |
| End | 2024-11-20 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 14156.828871 |
| Total Return [%] | 41.568289 |
| Max Gross Exposure [%] | 34296.545455 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 6.539166 |
| Max Drawdown Duration | 108 days 00:00:00 |
| Profit Factor | 2.689988 |
| Expectancy | 9.221094 |
| Sharpe Ratio | 2.161657 |
| Calmar Ratio | 4.615915 |
| Omega Ratio | 1.384356 |
| Sortino Ratio | 3.32493 |
| Skew | -0.012062 |
| Kurtosis | 8.753986 |
| Tail Ratio | 1.349756 |
| Common Sense Ratio | 1.757169 |
| Value at Risk | -0.007944 |
| Alpha | 0.291032 |
| Beta | 0.045987 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, FE) | 152.171269 | 2023-01-03 | 37.401985 | 0.0 | 2023-01-31 | 36.593230 | 0.0 | 123.069325 | 0.021623 | Short | Closed |
| 1 | 1 | (entries/exits, FE) | 159.445551 | 2023-01-31 | 36.352894 | 0.0 | 2023-03-16 | 36.109660 | 0.0 | -38.782458 | -0.006691 | Long | Closed |
| 2 | 2 | (entries/exits, FE) | 169.432652 | 2023-03-16 | 36.044341 | 0.0 | 2023-04-28 | 35.895481 | 0.0 | 25.221664 | 0.004130 | Short | Closed |
| 3 | 3 | (entries/exits, FE) | 159.061772 | 2023-04-28 | 35.702220 | 0.0 | 2023-06-08 | 35.371494 | 0.0 | -52.605717 | -0.009263 | Long | Closed |
| 4 | 4 | (entries/exits, FE) | 158.711983 | 2023-06-08 | 35.370697 | 0.0 | 2023-07-03 | 35.455996 | 0.0 | -13.537916 | -0.002412 | Short | Closed |
| 5 | 5 | (entries/exits, FE) | 155.410799 | 2023-07-03 | 35.455053 | 0.0 | 2023-07-25 | 36.371159 | 0.0 | 142.372776 | 0.025839 | Long | Closed |
| 6 | 6 | (entries/exits, FE) | 157.481119 | 2023-07-25 | 36.350294 | 0.0 | 2023-08-03 | 33.791481 | 0.0 | 402.964654 | 0.070393 | Short | Closed |
| 7 | 7 | (entries/exits, FE) | 181.940373 | 2023-08-03 | 33.712137 | 0.0 | 2023-09-22 | 33.120315 | 0.0 | -107.676291 | -0.017555 | Long | Closed |
| 8 | 8 | (entries/exits, FE) | 182.026231 | 2023-09-22 | 33.019876 | 0.0 | 2023-10-02 | 29.937876 | 0.0 | 561.004801 | 0.093338 | Short | Closed |
| 9 | 9 | (entries/exits, FE) | 200.389895 | 2023-10-02 | 30.014794 | 0.0 | 2023-10-26 | 33.027027 | 0.0 | 603.621021 | 0.100358 | Long | Closed |
| 10 | 10 | (entries/exits, FE) | 214.566027 | 2023-10-26 | 33.133532 | 0.0 | 2023-11-30 | 34.246706 | 0.0 | -238.849390 | -0.033597 | Short | Closed |
| 11 | 11 | (entries/exits, FE) | 198.720058 | 2023-11-30 | 34.300403 | 0.0 | 2024-01-10 | 35.887812 | 0.0 | 315.449932 | 0.046280 | Long | Closed |
| 12 | 12 | (entries/exits, FE) | 204.583300 | 2024-01-10 | 35.810589 | 0.0 | 2024-02-01 | 34.651904 | 0.0 | 237.047688 | 0.032356 | Short | Closed |
| 13 | 13 | (entries/exits, FE) | 200.421316 | 2024-02-01 | 34.615272 | 0.0 | 2024-02-09 | 35.044441 | 0.0 | 86.014644 | 0.012398 | Long | Closed |
| 14 | 14 | (entries/exits, FE) | 221.744973 | 2024-02-09 | 34.999617 | 0.0 | 2024-03-12 | 35.545610 | 0.0 | -121.071221 | -0.015600 | Short | Closed |
| 15 | 15 | (entries/exits, FE) | 207.942483 | 2024-03-12 | 35.600654 | 0.0 | 2024-04-04 | 35.947270 | 0.0 | 72.076208 | 0.009736 | Long | Closed |
| 16 | 16 | (entries/exits, FE) | 213.345979 | 2024-04-04 | 35.902712 | 0.0 | 2024-04-25 | 36.195062 | 0.0 | -62.371553 | -0.008143 | Short | Closed |
| 17 | 17 | (entries/exits, FE) | 223.888258 | 2024-04-25 | 36.293654 | 0.0 | 2024-07-31 | 39.322152 | 0.0 | 678.045056 | 0.083444 | Long | Closed |
| 18 | 18 | (entries/exits, FE) | 185.629008 | 2024-07-31 | 39.817304 | 0.0 | 2024-08-23 | 41.381084 | 0.0 | -290.282882 | -0.039274 | Short | Closed |
| 19 | 19 | (entries/exits, FE) | 178.646404 | 2024-08-23 | 41.460297 | 0.0 | 2024-09-13 | 42.649136 | 0.0 | 212.381937 | 0.028674 | Long | Closed |
| 20 | 20 | (entries/exits, FE) | 188.230671 | 2024-09-13 | 42.572879 | 0.0 | 2024-10-09 | 40.904182 | 0.0 | 314.099892 | 0.039196 | Short | Closed |
| 21 | 21 | (entries/exits, FE) | 180.940973 | 2024-10-09 | 40.814438 | 0.0 | 2024-10-15 | 41.722175 | 0.0 | 164.246797 | 0.022241 | Long | Closed |
| 22 | 22 | (entries/exits, FE) | 190.653051 | 2024-10-15 | 41.715905 | 0.0 | 2024-10-30 | 40.526223 | 0.0 | 226.816596 | 0.028519 | Short | Closed |
| 23 | 23 | (entries/exits, FE) | 192.479480 | 2024-10-30 | 40.440929 | 0.0 | 2024-11-20 | 40.424894 | 0.0 | -3.086517 | -0.000397 | Long | Open |
| 24 | 24 | (entries/exits stock two, MO) | 140.915183 | 2023-01-03 | 37.050086 | 0.0 | 2023-01-31 | 36.721532 | 0.0 | -46.298186 | -0.008868 | Long | Closed |
| 25 | 25 | (entries/exits stock two, MO) | 152.660767 | 2023-01-31 | 36.874248 | 0.0 | 2023-03-16 | 37.789775 | 0.0 | -139.765086 | -0.024828 | Short | Closed |
| 26 | 26 | (entries/exits stock two, MO) | 143.084012 | 2023-03-16 | 37.576677 | 0.0 | 2023-04-28 | 39.286860 | 0.0 | 244.699844 | 0.045512 | Long | Closed |
| 27 | 27 | (entries/exits stock two, MO) | 147.480371 | 2023-04-28 | 39.309509 | 0.0 | 2023-06-08 | 37.780154 | 0.0 | 225.549730 | 0.038905 | Short | Closed |
| 28 | 28 | (entries/exits stock two, MO) | 140.603381 | 2023-06-08 | 37.725717 | 0.0 | 2023-07-03 | 38.954078 | 0.0 | 172.711615 | 0.032560 | Long | Closed |
| 29 | 29 | (entries/exits stock two, MO) | 140.726289 | 2023-07-03 | 38.982803 | 0.0 | 2023-07-25 | 38.631553 | 0.0 | 49.430031 | 0.009010 | Short | Closed |
| 30 | 30 | (entries/exits stock two, MO) | 140.057725 | 2023-07-25 | 38.614267 | 0.0 | 2023-08-03 | 37.639136 | 0.0 | -136.574601 | -0.025253 | Long | Closed |
| 31 | 31 | (entries/exits stock two, MO) | 161.308971 | 2023-08-03 | 37.589297 | 0.0 | 2023-09-22 | 36.834599 | 0.0 | 121.739478 | 0.020077 | Short | Closed |
| 32 | 32 | (entries/exits stock two, MO) | 151.130203 | 2023-09-22 | 36.761747 | 0.0 | 2023-10-02 | 36.118305 | 0.0 | -97.243510 | -0.017503 | Long | Closed |
| 33 | 33 | (entries/exits stock two, MO) | 170.042099 | 2023-10-02 | 36.144632 | 0.0 | 2023-10-26 | 34.331892 | 0.0 | 308.242053 | 0.050152 | Short | Closed |
| 34 | 34 | (entries/exits stock two, MO) | 186.357789 | 2023-10-26 | 34.140102 | 0.0 | 2023-11-30 | 36.398112 | 0.0 | 420.797667 | 0.066140 | Long | Closed |
| 35 | 35 | (entries/exits stock two, MO) | 188.225213 | 2023-11-30 | 36.470672 | 0.0 | 2024-01-10 | 36.538523 | 0.0 | -12.771212 | -0.001860 | Short | Closed |
| 36 | 36 | (entries/exits stock two, MO) | 183.639206 | 2024-01-10 | 36.477569 | 0.0 | 2024-02-01 | 37.071188 | 0.0 | 109.011862 | 0.016274 | Long | Closed |
| 37 | 37 | (entries/exits stock two, MO) | 182.969109 | 2024-02-01 | 37.046662 | 0.0 | 2024-02-09 | 35.666208 | 0.0 | 252.580333 | 0.037263 | Short | Closed |
| 38 | 38 | (entries/exits stock two, MO) | 195.026197 | 2024-02-09 | 35.679746 | 0.0 | 2024-03-12 | 38.139882 | 0.0 | 479.790918 | 0.068950 | Long | Closed |
| 39 | 39 | (entries/exits stock two, MO) | 194.554064 | 2024-03-12 | 38.331432 | 0.0 | 2024-04-04 | 37.888886 | 0.0 | 86.099067 | 0.011545 | Short | Closed |
| 40 | 40 | (entries/exits stock two, MO) | 190.192938 | 2024-04-04 | 37.741018 | 0.0 | 2024-04-25 | 39.494537 | 0.0 | 333.506989 | 0.046462 | Long | Closed |
| 41 | 41 | (entries/exits stock two, MO) | 204.416087 | 2024-04-25 | 39.896864 | 0.0 | 2024-07-31 | 44.713666 | 0.0 | -984.631848 | -0.120731 | Short | Closed |
| 42 | 42 | (entries/exits stock two, MO) | 155.737801 | 2024-07-31 | 45.539378 | 0.0 | 2024-08-23 | 48.585449 | 0.0 | 474.388270 | 0.066889 | Long | Closed |
| 43 | 43 | (entries/exits stock two, MO) | 151.872818 | 2024-08-23 | 48.760115 | 0.0 | 2024-09-13 | 49.236413 | 0.0 | -72.336665 | -0.009768 | Short | Closed |
| 44 | 44 | (entries/exits stock two, MO) | 153.607804 | 2024-09-13 | 49.090610 | 0.0 | 2024-10-09 | 47.587178 | 0.0 | -230.938900 | -0.030626 | Long | Closed |
| 45 | 45 | (entries/exits stock two, MO) | 151.599198 | 2024-10-09 | 47.565834 | 0.0 | 2024-10-15 | 47.262060 | 0.0 | 46.051828 | 0.006386 | Short | Closed |
| 46 | 46 | (entries/exits stock two, MO) | 157.743407 | 2024-10-15 | 47.255595 | 0.0 | 2024-10-30 | 47.819339 | 0.0 | 88.926901 | 0.011930 | Long | Closed |
| 47 | 47 | (entries/exits stock two, MO) | 160.695845 | 2024-10-30 | 47.987022 | 0.0 | 2024-11-20 | 52.793038 | 0.0 | -772.306754 | -0.100152 | Short | Open |
| group | |
|---|---|
| Start | 2023-05-18 00:00:00 |
| End | 2025-04-17 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 14510.18053 |
| Total Return [%] | 45.101805 |
| Max Gross Exposure [%] | 204.769187 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 8.164886 |
| Max Drawdown Duration | 103 days 00:00:00 |
| Profit Factor | 2.274149 |
| Expectancy | 9.062189 |
| Sharpe Ratio | 2.187546 |
| Calmar Ratio | 3.997928 |
| Omega Ratio | 1.414343 |
| Sortino Ratio | 3.713884 |
| Skew | 1.475597 |
| Kurtosis | 16.127376 |
| Tail Ratio | 1.124566 |
| Common Sense Ratio | 1.491653 |
| Value at Risk | -0.008867 |
| Alpha | 0.350863 |
| Beta | -0.04318 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, FE) | 173.812276 | 2023-06-08 | 35.369759 | 0.0 | 2023-07-03 | 35.455406 | 0.0 | -14.886478 | -0.002421 | Short | Closed |
| 1 | 1 | (entries/exits, FE) | 168.520505 | 2023-07-03 | 35.455395 | 0.0 | 2023-07-25 | 36.374096 | 0.0 | 154.819941 | 0.025911 | Long | Closed |
| 2 | 2 | (entries/exits, FE) | 172.276646 | 2023-07-25 | 36.346660 | 0.0 | 2023-08-03 | 33.791427 | 0.0 | 440.207043 | 0.070302 | Short | Closed |
| 3 | 3 | (entries/exits, FE) | 197.107014 | 2023-08-03 | 33.720110 | 0.0 | 2023-09-22 | 33.118581 | 0.0 | -118.565412 | -0.017839 | Long | Closed |
| 4 | 4 | (entries/exits, FE) | 199.914718 | 2023-09-22 | 33.016313 | 0.0 | 2023-10-02 | 29.937876 | 0.0 | 615.424865 | 0.093240 | Short | Closed |
| 5 | 5 | (entries/exits, FE) | 220.044582 | 2023-10-02 | 30.005339 | 0.0 | 2023-10-26 | 33.038294 | 0.0 | 667.385384 | 0.101081 | Long | Closed |
| 6 | 6 | (entries/exits, FE) | 238.331682 | 2023-10-26 | 33.131944 | 0.0 | 2023-11-30 | 34.241393 | 0.0 | -264.416738 | -0.033486 | Short | Closed |
| 7 | 7 | (entries/exits, FE) | 216.366294 | 2023-11-30 | 34.301053 | 0.0 | 2024-01-10 | 35.899092 | 0.0 | 345.761795 | 0.046589 | Long | Closed |
| 8 | 8 | (entries/exits, FE) | 227.014892 | 2024-01-10 | 35.799878 | 0.0 | 2024-02-01 | 34.650748 | 0.0 | 260.869795 | 0.032099 | Short | Closed |
| 9 | 9 | (entries/exits, FE) | 220.086040 | 2024-02-01 | 34.620825 | 0.0 | 2024-02-09 | 35.044621 | 0.0 | 93.271533 | 0.012241 | Long | Closed |
| 10 | 10 | (entries/exits, FE) | 245.292223 | 2024-02-09 | 34.997187 | 0.0 | 2024-03-12 | 35.544547 | 0.0 | -134.263159 | -0.015640 | Short | Closed |
| 11 | 11 | (entries/exits, FE) | 226.283195 | 2024-03-12 | 35.599395 | 0.0 | 2024-04-04 | 35.947307 | 0.0 | 78.726633 | 0.009773 | Long | Closed |
| 12 | 12 | (entries/exits, FE) | 234.435714 | 2024-04-04 | 35.899266 | 0.0 | 2024-04-25 | 36.191983 | 0.0 | -68.623323 | -0.008154 | Short | Closed |
| 13 | 13 | (entries/exits, FE) | 240.966694 | 2024-04-25 | 36.286282 | 0.0 | 2024-07-31 | 39.377787 | 0.0 | 744.949583 | 0.085198 | Long | Closed |
| 14 | 14 | (entries/exits, FE) | 205.613278 | 2024-07-31 | 39.814437 | 0.0 | 2024-08-23 | 41.376368 | 0.0 | -321.153690 | -0.039230 | Short | Closed |
| 15 | 15 | (entries/exits, FE) | 195.855195 | 2024-08-23 | 41.456580 | 0.0 | 2024-09-13 | 42.650397 | 0.0 | 233.815178 | 0.028797 | Long | Closed |
| 16 | 16 | (entries/exits, FE) | 209.236548 | 2024-09-13 | 42.565692 | 0.0 | 2024-10-09 | 40.907293 | 0.0 | 346.997536 | 0.038961 | Short | Closed |
| 17 | 17 | (entries/exits, FE) | 200.329476 | 2024-10-09 | 40.814786 | 0.0 | 2024-10-15 | 41.723001 | 0.0 | 181.942103 | 0.022252 | Long | Closed |
| 18 | 18 | (entries/exits, FE) | 212.045734 | 2024-10-15 | 41.714401 | 0.0 | 2024-10-30 | 40.528734 | 0.0 | 251.415735 | 0.028423 | Short | Closed |
| 19 | 19 | (entries/exits, FE) | 225.945033 | 2024-10-30 | 40.387916 | 0.0 | 2024-12-18 | 38.142348 | 0.0 | -507.374898 | -0.055600 | Long | Closed |
| 20 | 20 | (entries/exits, FE) | 239.996203 | 2024-12-18 | 37.959435 | 0.0 | 2025-01-29 | 38.514498 | 0.0 | -133.213176 | -0.014623 | Short | Closed |
| 21 | 21 | (entries/exits, FE) | 210.288248 | 2025-01-29 | 38.458528 | 0.0 | 2025-02-18 | 39.772382 | 0.0 | 276.288166 | 0.034163 | Long | Closed |
| 22 | 22 | (entries/exits, FE) | 204.034970 | 2025-02-18 | 39.815814 | 0.0 | 2025-02-27 | 38.063887 | 0.0 | 357.454390 | 0.044001 | Short | Closed |
| 23 | 23 | (entries/exits, FE) | 240.692812 | 2025-02-27 | 37.785867 | 0.0 | 2025-04-02 | 39.599901 | 0.0 | 436.624974 | 0.048008 | Long | Closed |
| 24 | 24 | (entries/exits, FE) | 235.108444 | 2025-04-02 | 39.623586 | 0.0 | 2025-04-17 | 40.972388 | 0.0 | -317.114634 | -0.034040 | Short | Open |
| 25 | 25 | (entries/exits stock two, MO) | 118.512443 | 2023-06-08 | 37.723076 | 0.0 | 2023-07-03 | 38.946575 | 0.0 | 144.999864 | 0.032434 | Long | Closed |
| 26 | 26 | (entries/exits stock two, MO) | 117.853125 | 2023-07-03 | 38.983717 | 0.0 | 2023-07-25 | 38.631607 | 0.0 | 41.497317 | 0.009032 | Short | Closed |
| 27 | 27 | (entries/exits stock two, MO) | 117.699855 | 2023-07-25 | 38.613048 | 0.0 | 2023-08-03 | 37.639240 | 0.0 | -114.617115 | -0.025220 | Long | Closed |
| 28 | 28 | (entries/exits stock two, MO) | 135.112997 | 2023-08-03 | 37.594376 | 0.0 | 2023-09-22 | 36.832471 | 0.0 | 102.943313 | 0.020266 | Short | Closed |
| 29 | 29 | (entries/exits stock two, MO) | 127.490779 | 2023-09-22 | 36.760736 | 0.0 | 2023-10-02 | 36.118305 | 0.0 | -81.904001 | -0.017476 | Long | Closed |
| 30 | 30 | (entries/exits stock two, MO) | 144.223897 | 2023-10-02 | 36.145075 | 0.0 | 2023-10-26 | 34.316062 | 0.0 | 263.787386 | 0.050602 | Short | Closed |
| 31 | 31 | (entries/exits stock two, MO) | 159.218933 | 2023-10-26 | 34.144447 | 0.0 | 2023-11-30 | 36.383638 | 0.0 | 356.521607 | 0.065580 | Long | Closed |
| 32 | 32 | (entries/exits stock two, MO) | 158.375977 | 2023-11-30 | 36.473084 | 0.0 | 2024-01-10 | 36.535003 | 0.0 | -9.806500 | -0.001698 | Short | Closed |
| 33 | 33 | (entries/exits stock two, MO) | 156.645320 | 2024-01-10 | 36.473576 | 0.0 | 2024-02-01 | 37.067982 | 0.0 | 93.110789 | 0.016297 | Long | Closed |
| 34 | 34 | (entries/exits stock two, MO) | 154.327905 | 2024-02-01 | 37.050637 | 0.0 | 2024-02-09 | 35.666154 | 0.0 | 213.664396 | 0.037367 | Short | Closed |
| 35 | 35 | (entries/exits stock two, MO) | 165.915200 | 2024-02-09 | 35.681527 | 0.0 | 2024-03-12 | 38.122919 | 0.0 | 405.064077 | 0.068422 | Long | Closed |
| 36 | 36 | (entries/exits stock two, MO) | 162.888694 | 2024-03-12 | 38.329395 | 0.0 | 2024-04-04 | 37.880871 | 0.0 | 73.059573 | 0.011702 | Short | Closed |
| 37 | 37 | (entries/exits stock two, MO) | 160.737793 | 2024-04-04 | 37.739810 | 0.0 | 2024-04-25 | 39.484157 | 0.0 | 280.382443 | 0.046220 | Long | Closed |
| 38 | 38 | (entries/exits stock two, MO) | 170.867828 | 2024-04-25 | 39.900506 | 0.0 | 2024-07-31 | 44.748732 | 0.0 | -828.405727 | -0.121508 | Short | Closed |
| 39 | 39 | (entries/exits stock two, MO) | 133.009056 | 2024-07-31 | 45.541092 | 0.0 | 2024-08-23 | 48.570020 | 0.0 | 402.874868 | 0.066510 | Long | Closed |
| 40 | 40 | (entries/exits stock two, MO) | 128.024535 | 2024-08-23 | 48.758096 | 0.0 | 2024-09-13 | 49.233008 | 0.0 | -60.800365 | -0.009740 | Short | Closed |
| 41 | 41 | (entries/exits stock two, MO) | 131.285192 | 2024-09-13 | 49.078053 | 0.0 | 2024-10-09 | 47.588701 | 0.0 | -195.529859 | -0.030347 | Long | Closed |
| 42 | 42 | (entries/exits stock two, MO) | 129.086318 | 2024-10-09 | 47.565922 | 0.0 | 2024-10-15 | 47.262074 | 0.0 | 39.222635 | 0.006388 | Short | Closed |
| 43 | 43 | (entries/exits stock two, MO) | 135.052216 | 2024-10-15 | 47.254798 | 0.0 | 2024-10-30 | 47.817977 | 0.0 | 76.058500 | 0.011918 | Long | Closed |
| 44 | 44 | (entries/exits stock two, MO) | 147.624749 | 2024-10-30 | 48.321172 | 0.0 | 2024-12-18 | 50.854579 | 0.0 | -373.993594 | -0.052429 | Short | Closed |
| 45 | 45 | (entries/exits stock two, MO) | 129.018731 | 2024-12-18 | 50.379130 | 0.0 | 2025-01-29 | 50.822119 | 0.0 | 57.153787 | 0.008793 | Long | Closed |
| 46 | 46 | (entries/exits stock two, MO) | 122.978832 | 2025-01-29 | 50.829244 | 0.0 | 2025-02-18 | 50.963694 | 0.0 | -16.534505 | -0.002645 | Short | Closed |
| 47 | 47 | (entries/exits stock two, MO) | 119.042814 | 2025-02-18 | 50.966534 | 0.0 | 2025-02-27 | 53.171203 | 0.0 | 262.449974 | 0.043257 | Long | Closed |
| 48 | 48 | (entries/exits stock two, MO) | 129.021879 | 2025-02-27 | 53.473663 | 0.0 | 2025-04-02 | 56.162748 | 0.0 | -346.950690 | -0.050288 | Short | Closed |
| 49 | 49 | (entries/exits stock two, MO) | 119.363114 | 2025-04-02 | 56.076257 | 0.0 | 2025-04-17 | 57.078151 | 0.0 | 119.589211 | 0.017867 | Long | Open |
| group | |
|---|---|
| Start | 2023-10-11 00:00:00 |
| End | 2025-09-11 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 12302.756036 |
| Total Return [%] | 23.02756 |
| Max Gross Exposure [%] | 152.688194 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 8.245971 |
| Max Drawdown Duration | 103 days 00:00:00 |
| Profit Factor | 1.571129 |
| Expectancy | 4.202392 |
| Sharpe Ratio | 1.261938 |
| Calmar Ratio | 2.065246 |
| Omega Ratio | 1.214926 |
| Sortino Ratio | 2.000715 |
| Skew | 1.503002 |
| Kurtosis | 18.950802 |
| Tail Ratio | 1.037185 |
| Common Sense Ratio | 1.213817 |
| Value at Risk | -0.009795 |
| Alpha | 0.198325 |
| Beta | -0.043 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, FE) | 212.752692 | 2023-10-26 | 33.130771 | 0.0 | 2023-11-30 | 34.237523 | 0.0 | -235.464422 | -0.033406 | Short | Closed |
| 1 | 1 | (entries/exits, FE) | 190.515019 | 2023-11-30 | 34.301495 | 0.0 | 2024-01-10 | 35.906810 | 0.0 | 305.836511 | 0.046800 | Long | Closed |
| 2 | 2 | (entries/exits, FE) | 202.535736 | 2024-01-10 | 35.792145 | 0.0 | 2024-02-01 | 34.649783 | 0.0 | 231.369139 | 0.031917 | Short | Closed |
| 3 | 3 | (entries/exits, FE) | 194.909096 | 2024-02-01 | 34.624607 | 0.0 | 2024-02-09 | 35.044743 | 0.0 | 81.888296 | 0.012134 | Long | Closed |
| 4 | 4 | (entries/exits, FE) | 218.334247 | 2024-02-09 | 34.995590 | 0.0 | 2024-03-12 | 35.543779 | 0.0 | -119.688476 | -0.015665 | Short | Closed |
| 5 | 5 | (entries/exits, FE) | 199.160728 | 2024-03-12 | 35.598532 | 0.0 | 2024-04-04 | 35.947332 | 0.0 | 69.467310 | 0.009798 | Long | Closed |
| 6 | 6 | (entries/exits, FE) | 207.703493 | 2024-04-04 | 35.896947 | 0.0 | 2024-04-25 | 36.189907 | 0.0 | -60.848818 | -0.008161 | Short | Closed |
| 7 | 7 | (entries/exits, FE) | 210.476057 | 2024-04-25 | 36.281119 | 0.0 | 2024-07-31 | 39.416550 | 0.0 | 659.933155 | 0.086420 | Long | Closed |
| 8 | 8 | (entries/exits, FE) | 183.143366 | 2024-07-31 | 39.812512 | 0.0 | 2024-08-23 | 41.373187 | 0.0 | -285.827210 | -0.039201 | Short | Closed |
| 9 | 9 | (entries/exits, FE) | 173.238684 | 2024-08-23 | 41.454040 | 0.0 | 2024-09-13 | 42.651254 | 0.0 | 207.403849 | 0.028881 | Long | Closed |
| 10 | 10 | (entries/exits, FE) | 186.811259 | 2024-09-13 | 42.560881 | 0.0 | 2024-10-09 | 40.909378 | 0.0 | 308.519476 | 0.038803 | Short | Closed |
| 11 | 11 | (entries/exits, FE) | 178.377204 | 2024-10-09 | 40.815022 | 0.0 | 2024-10-15 | 41.723558 | 0.0 | 162.062189 | 0.022260 | Long | Closed |
| 12 | 12 | (entries/exits, FE) | 189.389364 | 2024-10-15 | 41.713390 | 0.0 | 2024-10-30 | 40.530423 | 0.0 | 224.041445 | 0.028359 | Short | Closed |
| 13 | 13 | (entries/exits, FE) | 200.073053 | 2024-10-30 | 40.393966 | 0.0 | 2024-12-18 | 38.122723 | 0.0 | -454.414554 | -0.056227 | Long | Closed |
| 14 | 14 | (entries/exits, FE) | 215.123882 | 2024-12-18 | 37.960047 | 0.0 | 2025-01-29 | 38.517606 | 0.0 | -119.944330 | -0.014688 | Short | Closed |
| 15 | 15 | (entries/exits, FE) | 186.921898 | 2025-01-29 | 38.457414 | 0.0 | 2025-02-18 | 39.775106 | 0.0 | 246.305501 | 0.034264 | Long | Closed |
| 16 | 16 | (entries/exits, FE) | 182.250042 | 2025-02-18 | 39.818653 | 0.0 | 2025-02-27 | 38.081106 | 0.0 | 316.667860 | 0.043636 | Short | Closed |
| 17 | 17 | (entries/exits, FE) | 213.153370 | 2025-02-27 | 37.782752 | 0.0 | 2025-04-02 | 39.614221 | 0.0 | 390.383912 | 0.048474 | Long | Closed |
| 18 | 18 | (entries/exits, FE) | 218.569637 | 2025-04-02 | 39.679542 | 0.0 | 2025-05-06 | 41.917447 | 0.0 | -489.138157 | -0.056399 | Short | Closed |
| 19 | 19 | (entries/exits, FE) | 177.372784 | 2025-05-06 | 42.284374 | 0.0 | 2025-05-12 | 41.292777 | 0.0 | -175.882353 | -0.023451 | Long | Closed |
| 20 | 20 | (entries/exits, FE) | 190.573243 | 2025-05-12 | 41.300547 | 0.0 | 2025-05-28 | 40.824924 | 0.0 | 90.641064 | 0.011516 | Short | Closed |
| 21 | 21 | (entries/exits, FE) | 199.728161 | 2025-05-28 | 40.719621 | 0.0 | 2025-07-09 | 39.760701 | 0.0 | -191.523336 | -0.023549 | Long | Closed |
| 22 | 22 | (entries/exits, FE) | 198.820479 | 2025-07-09 | 39.772611 | 0.0 | 2025-07-30 | 41.314764 | 0.0 | -306.611671 | -0.038774 | Short | Closed |
| 23 | 23 | (entries/exits, FE) | 186.518474 | 2025-07-30 | 41.420739 | 0.0 | 2025-09-11 | 43.578766 | 0.0 | 402.511988 | 0.052100 | Long | Open |
| 24 | 24 | (entries/exits stock two, MO) | 118.377457 | 2023-10-26 | 34.147330 | 0.0 | 2023-11-30 | 36.373974 | 0.0 | 263.584431 | 0.065207 | Long | Closed |
| 25 | 25 | (entries/exits stock two, MO) | 116.797057 | 2023-11-30 | 36.474665 | 0.0 | 2024-01-10 | 36.532429 | 0.0 | -6.746677 | -0.001584 | Short | Closed |
| 26 | 26 | (entries/exits stock two, MO) | 116.336000 | 2024-01-10 | 36.470897 | 0.0 | 2024-02-01 | 37.065822 | 0.0 | 69.211200 | 0.016312 | Long | Closed |
| 27 | 27 | (entries/exits stock two, MO) | 113.745858 | 2024-02-01 | 37.053336 | 0.0 | 2024-02-09 | 35.666117 | 0.0 | 157.790321 | 0.037438 | Short | Closed |
| 28 | 28 | (entries/exits stock two, MO) | 122.993029 | 2024-02-09 | 35.682715 | 0.0 | 2024-03-12 | 38.111579 | 0.0 | 298.733256 | 0.068068 | Long | Closed |
| 29 | 29 | (entries/exits stock two, MO) | 119.450768 | 2024-03-12 | 38.328002 | 0.0 | 2024-04-04 | 37.875406 | 0.0 | 54.062856 | 0.011808 | Short | Closed |
| 30 | 30 | (entries/exits stock two, MO) | 118.622973 | 2024-04-04 | 37.738997 | 0.0 | 2024-04-25 | 39.477185 | 0.0 | 206.188995 | 0.046058 | Long | Closed |
| 31 | 31 | (entries/exits stock two, MO) | 125.187197 | 2024-04-25 | 39.903098 | 0.0 | 2024-07-31 | 44.771702 | 0.0 | -609.486950 | -0.122011 | Short | Closed |
| 32 | 32 | (entries/exits stock two, MO) | 98.852372 | 2024-07-31 | 45.542234 | 0.0 | 2024-08-23 | 48.559691 | 0.0 | 298.282774 | 0.066256 | Long | Closed |
| 33 | 33 | (entries/exits stock two, MO) | 94.311355 | 2024-08-23 | 48.756715 | 0.0 | 2024-09-13 | 49.230689 | 0.0 | -44.701089 | -0.009721 | Short | Closed |
| 34 | 34 | (entries/exits stock two, MO) | 97.616943 | 2024-09-13 | 49.069666 | 0.0 | 2024-10-09 | 47.589719 | 0.0 | -144.467947 | -0.030160 | Long | Closed |
| 35 | 35 | (entries/exits stock two, MO) | 95.757186 | 2024-10-09 | 47.565924 | 0.0 | 2024-10-15 | 47.262074 | 0.0 | 29.095887 | 0.006388 | Short | Closed |
| 36 | 36 | (entries/exits stock two, MO) | 100.534556 | 2024-10-15 | 47.254264 | 0.0 | 2024-10-30 | 47.817063 | 0.0 | 56.580717 | 0.011910 | Long | Closed |
| 37 | 37 | (entries/exits stock two, MO) | 109.168688 | 2024-10-30 | 48.304678 | 0.0 | 2024-12-18 | 50.847295 | 0.0 | -277.574216 | -0.052637 | Short | Closed |
| 38 | 38 | (entries/exits stock two, MO) | 96.497197 | 2024-12-18 | 50.375268 | 0.0 | 2025-01-29 | 50.820406 | 0.0 | 42.954541 | 0.008836 | Long | Closed |
| 39 | 39 | (entries/exits stock two, MO) | 91.110064 | 2025-01-29 | 50.829979 | 0.0 | 2025-02-18 | 50.962978 | 0.0 | -12.117543 | -0.002617 | Short | Closed |
| 40 | 40 | (entries/exits stock two, MO) | 88.537231 | 2025-02-18 | 50.968866 | 0.0 | 2025-02-27 | 53.170269 | 0.0 | 194.906068 | 0.043191 | Long | Closed |
| 41 | 41 | (entries/exits stock two, MO) | 95.771998 | 2025-02-27 | 53.475763 | 0.0 | 2025-04-02 | 56.157353 | 0.0 | -256.821260 | -0.050146 | Short | Closed |
| 42 | 42 | (entries/exits stock two, MO) | 91.165963 | 2025-04-02 | 56.090172 | 0.0 | 2025-05-06 | 59.055523 | 0.0 | 270.339011 | 0.052868 | Long | Closed |
| 43 | 43 | (entries/exits stock two, MO) | 79.397046 | 2025-05-06 | 59.425286 | 0.0 | 2025-05-12 | 56.003533 | 0.0 | 271.677056 | 0.057581 | Short | Closed |
| 44 | 44 | (entries/exits stock two, MO) | 85.438170 | 2025-05-12 | 56.012814 | 0.0 | 2025-05-28 | 58.410160 | 0.0 | 204.824925 | 0.042800 | Long | Closed |
| 45 | 45 | (entries/exits stock two, MO) | 91.142552 | 2025-05-28 | 58.492565 | 0.0 | 2025-07-09 | 57.983463 | 0.0 | 46.400896 | 0.008704 | Short | Closed |
| 46 | 46 | (entries/exits stock two, MO) | 84.114898 | 2025-07-09 | 57.773693 | 0.0 | 2025-07-30 | 61.314495 | 0.0 | 297.834195 | 0.061287 | Long | Closed |
| 47 | 47 | (entries/exits stock two, MO) | 82.881022 | 2025-07-30 | 61.808734 | 0.0 | 2025-09-11 | 66.218474 | 0.0 | -365.483777 | -0.071345 | Short | Open |
| group | |
|---|---|
| Start | 2022-12-22 00:00:00 |
| End | 2024-11-20 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 13252.458538 |
| Total Return [%] | 32.524585 |
| Max Gross Exposure [%] | 3133.754796 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 16.915161 |
| Max Drawdown Duration | 203 days 00:00:00 |
| Profit Factor | 1.467429 |
| Expectancy | 5.709237 |
| Sharpe Ratio | 1.084721 |
| Calmar Ratio | 1.408409 |
| Omega Ratio | 1.188985 |
| Sortino Ratio | 1.797828 |
| Skew | 1.453861 |
| Kurtosis | 12.299131 |
| Tail Ratio | 1.322626 |
| Common Sense Ratio | 1.637722 |
| Value at Risk | -0.012781 |
| Alpha | 0.221774 |
| Beta | 0.104943 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, FITB) | 186.501715 | 2022-12-28 | 29.677701 | 0.0 | 2023-03-09 | 29.708373 | 0.0 | -5.720423 | -0.001034 | Short | Closed |
| 1 | 1 | (entries/exits, FITB) | 184.715263 | 2023-03-09 | 27.281082 | 0.0 | 2023-04-19 | 25.230296 | 0.0 | -378.811431 | -0.075172 | Long | Closed |
| 2 | 2 | (entries/exits, FITB) | 147.020168 | 2023-04-19 | 25.525109 | 0.0 | 2023-04-25 | 23.398071 | 0.0 | 312.717433 | 0.083331 | Short | Closed |
| 3 | 3 | (entries/exits, FITB) | 204.016628 | 2023-04-25 | 23.094700 | 0.0 | 2023-06-07 | 24.306572 | 0.0 | 247.242011 | 0.052474 | Long | Closed |
| 4 | 4 | (entries/exits, FITB) | 203.117634 | 2023-06-07 | 24.751365 | 0.0 | 2023-08-07 | 26.114302 | 0.0 | -276.836517 | -0.055065 | Short | Closed |
| 5 | 5 | (entries/exits, FITB) | 180.507260 | 2023-08-07 | 26.027146 | 0.0 | 2023-09-11 | 24.451357 | 0.0 | -284.441218 | -0.060544 | Long | Closed |
| 6 | 6 | (entries/exits, FITB) | 209.315054 | 2023-09-11 | 24.233315 | 0.0 | 2023-10-20 | 22.221626 | 0.0 | 421.076831 | 0.083013 | Short | Closed |
| 7 | 7 | (entries/exits, FITB) | 191.800829 | 2023-10-20 | 21.797917 | 0.0 | 2023-11-02 | 23.389370 | 0.0 | 305.242080 | 0.073009 | Long | Closed |
| 8 | 8 | (entries/exits, FITB) | 191.476275 | 2023-11-02 | 23.533511 | 0.0 | 2023-11-09 | 23.330461 | 0.0 | 38.879270 | 0.008628 | Short | Closed |
| 9 | 9 | (entries/exits, FITB) | 188.078743 | 2023-11-09 | 23.250011 | 0.0 | 2023-12-01 | 28.098399 | 0.0 | 911.878692 | 0.208533 | Long | Closed |
| 10 | 10 | (entries/exits, FITB) | 174.615049 | 2023-12-01 | 29.009409 | 0.0 | 2024-01-16 | 31.749236 | 0.0 | -478.414905 | -0.094446 | Short | Closed |
| 11 | 11 | (entries/exits, FITB) | 138.604600 | 2024-01-16 | 31.830142 | 0.0 | 2024-02-02 | 32.085659 | 0.0 | 35.415904 | 0.008028 | Long | Closed |
| 12 | 12 | (entries/exits, FITB) | 176.308128 | 2024-02-02 | 32.232477 | 0.0 | 2024-04-04 | 33.632319 | 0.0 | -246.803459 | -0.043430 | Short | Closed |
| 13 | 13 | (entries/exits, FITB) | 143.006736 | 2024-04-04 | 33.650473 | 0.0 | 2024-04-19 | 34.623901 | 0.0 | 139.206773 | 0.028928 | Long | Closed |
| 14 | 14 | (entries/exits, FITB) | 146.146705 | 2024-04-19 | 34.820987 | 0.0 | 2024-05-13 | 36.423123 | 0.0 | -234.146891 | -0.046011 | Short | Closed |
| 15 | 15 | (entries/exits, FITB) | 160.610304 | 2024-05-13 | 36.232334 | 0.0 | 2024-06-24 | 35.074011 | 0.0 | -186.038572 | -0.031969 | Long | Closed |
| 16 | 16 | (entries/exits, FITB) | 167.482930 | 2024-06-24 | 35.379152 | 0.0 | 2024-08-12 | 37.602551 | 0.0 | -372.381521 | -0.062845 | Short | Closed |
| 17 | 17 | (entries/exits, FITB) | 128.871344 | 2024-08-12 | 37.574754 | 0.0 | 2024-08-23 | 40.529829 | 0.0 | 380.824487 | 0.078645 | Long | Closed |
| 18 | 18 | (entries/exits, FITB) | 130.169971 | 2024-08-23 | 40.570574 | 0.0 | 2024-09-12 | 39.768701 | 0.0 | 104.379792 | 0.019765 | Short | Closed |
| 19 | 19 | (entries/exits, FITB) | 122.518084 | 2024-09-12 | 39.720964 | 0.0 | 2024-09-19 | 42.070847 | 0.0 | 287.903168 | 0.059160 | Long | Closed |
| 20 | 20 | (entries/exits, FITB) | 123.703966 | 2024-09-19 | 42.053786 | 0.0 | 2024-10-01 | 40.756056 | 0.0 | 160.534302 | 0.030859 | Short | Closed |
| 21 | 21 | (entries/exits, FITB) | 124.945942 | 2024-10-01 | 40.736264 | 0.0 | 2024-10-11 | 42.616631 | 0.0 | 234.944282 | 0.046160 | Long | Closed |
| 22 | 22 | (entries/exits, FITB) | 126.650382 | 2024-10-11 | 42.637106 | 0.0 | 2024-10-31 | 42.565632 | 0.0 | 9.052247 | 0.001676 | Short | Closed |
| 23 | 23 | (entries/exits, FITB) | 126.702675 | 2024-10-31 | 42.469204 | 0.0 | 2024-11-06 | 45.573027 | 0.0 | 393.262614 | 0.073084 | Long | Closed |
| 24 | 24 | (entries/exits, FITB) | 125.511968 | 2024-11-06 | 45.570964 | 0.0 | 2024-11-20 | 45.086499 | 0.0 | 60.806083 | 0.010631 | Short | Open |
| 25 | 25 | (entries/exits stock two, GEN) | 368.069985 | 2022-12-28 | 19.648744 | 0.0 | 2023-03-09 | 17.474473 | 0.0 | -800.283859 | -0.110657 | Long | Closed |
| 26 | 26 | (entries/exits stock two, GEN) | 397.174645 | 2023-03-09 | 16.606601 | 0.0 | 2023-04-19 | 16.720943 | 0.0 | -45.413807 | -0.006885 | Short | Closed |
| 27 | 27 | (entries/exits stock two, GEN) | 310.879083 | 2023-04-19 | 16.942695 | 0.0 | 2023-04-25 | 16.464615 | 0.0 | -148.624996 | -0.028217 | Long | Closed |
| 28 | 28 | (entries/exits stock two, GEN) | 422.197857 | 2023-04-25 | 16.233416 | 0.0 | 2023-06-07 | 16.780168 | 0.0 | -230.837658 | -0.033681 | Short | Closed |
| 29 | 29 | (entries/exits stock two, GEN) | 353.646702 | 2023-06-07 | 17.067351 | 0.0 | 2023-08-07 | 19.797831 | 0.0 | 965.625410 | 0.159983 | Long | Closed |
| 30 | 30 | (entries/exits stock two, GEN) | 347.802476 | 2023-08-07 | 20.043012 | 0.0 | 2023-09-11 | 18.775279 | 0.0 | 440.920781 | 0.063251 | Short | Closed |
| 31 | 31 | (entries/exits stock two, GEN) | 361.758920 | 2023-09-11 | 18.393937 | 0.0 | 2023-10-20 | 16.584576 | 0.0 | -654.552381 | -0.098367 | Long | Closed |
| 32 | 32 | (entries/exits stock two, GEN) | 370.004304 | 2023-10-20 | 16.462034 | 0.0 | 2023-11-02 | 16.507631 | 0.0 | -16.871250 | -0.002770 | Short | Closed |
| 33 | 33 | (entries/exits stock two, GEN) | 354.497411 | 2023-11-02 | 16.520447 | 0.0 | 2023-11-09 | 18.228558 | 0.0 | 605.520748 | 0.103394 | Long | Closed |
| 34 | 34 | (entries/exits stock two, GEN) | 349.440536 | 2023-11-09 | 18.278312 | 0.0 | 2023-12-01 | 21.267172 | 0.0 | -1044.429107 | -0.163520 | Short | Closed |
| 35 | 35 | (entries/exits stock two, GEN) | 302.888658 | 2023-12-01 | 21.637449 | 0.0 | 2024-01-16 | 22.351763 | 0.0 | 216.357619 | 0.033013 | Long | Closed |
| 36 | 36 | (entries/exits stock two, GEN) | 283.926507 | 2024-01-16 | 22.415551 | 0.0 | 2024-02-02 | 20.813958 | 0.0 | 454.734752 | 0.071450 | Short | Closed |
| 37 | 37 | (entries/exits stock two, GEN) | 345.086160 | 2024-02-02 | 20.593359 | 0.0 | 2024-04-04 | 21.396320 | 0.0 | 277.091004 | 0.038991 | Long | Closed |
| 38 | 38 | (entries/exits stock two, GEN) | 334.367086 | 2024-04-04 | 21.303993 | 0.0 | 2024-04-19 | 20.012312 | 0.0 | 431.895718 | 0.060631 | Short | Closed |
| 39 | 39 | (entries/exits stock two, GEN) | 342.377505 | 2024-04-19 | 19.941932 | 0.0 | 2024-05-13 | 23.122005 | 0.0 | 1088.785477 | 0.159467 | Long | Closed |
| 40 | 40 | (entries/exits stock two, GEN) | 364.226340 | 2024-05-13 | 23.436148 | 0.0 | 2024-06-24 | 23.708408 | 0.0 | -99.164449 | -0.011617 | Short | Closed |
| 41 | 41 | (entries/exits stock two, GEN) | 326.053414 | 2024-06-24 | 23.638960 | 0.0 | 2024-08-12 | 24.169828 | 0.0 | 173.091080 | 0.022457 | Long | Closed |
| 42 | 42 | (entries/exits stock two, GEN) | 294.277410 | 2024-08-12 | 24.113307 | 0.0 | 2024-08-23 | 25.262166 | 0.0 | -338.083172 | -0.047644 | Short | Closed |
| 43 | 43 | (entries/exits stock two, GEN) | 280.625472 | 2024-08-23 | 25.285201 | 0.0 | 2024-09-12 | 25.799535 | 0.0 | 144.335011 | 0.020341 | Long | Closed |
| 44 | 44 | (entries/exits stock two, GEN) | 272.857857 | 2024-09-12 | 25.808839 | 0.0 | 2024-09-19 | 26.411268 | 0.0 | -164.377411 | -0.023342 | Short | Closed |
| 45 | 45 | (entries/exits stock two, GEN) | 272.891257 | 2024-09-19 | 26.410691 | 0.0 | 2024-10-01 | 26.731814 | 0.0 | 87.631552 | 0.012159 | Long | Closed |
| 46 | 46 | (entries/exits stock two, GEN) | 275.352485 | 2024-10-01 | 26.729668 | 0.0 | 2024-10-11 | 27.270454 | 0.0 | -148.906903 | -0.020232 | Short | Closed |
| 47 | 47 | (entries/exits stock two, GEN) | 278.882516 | 2024-10-11 | 27.244387 | 0.0 | 2024-10-31 | 28.556929 | 0.0 | 366.045112 | 0.048177 | Long | Closed |
| 48 | 48 | (entries/exits stock two, GEN) | 271.513220 | 2024-10-31 | 28.584944 | 0.0 | 2024-11-06 | 28.619534 | 0.0 | -9.391704 | -0.001210 | Short | Closed |
| 49 | 49 | (entries/exits stock two, GEN) | 274.883378 | 2024-11-06 | 28.639986 | 0.0 | 2024-11-20 | 29.082319 | 0.0 | 121.589939 | 0.015445 | Long | Open |
| group | |
|---|---|
| Start | 2023-05-18 00:00:00 |
| End | 2025-04-17 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 18029.037119 |
| Total Return [%] | 80.290371 |
| Max Gross Exposure [%] | 3467.712196 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 8.93485 |
| Max Drawdown Duration | 90 days 00:00:00 |
| Profit Factor | 2.078463 |
| Expectancy | 15.085103 |
| Sharpe Ratio | 2.367778 |
| Calmar Ratio | 6.312537 |
| Omega Ratio | 1.45321 |
| Sortino Ratio | 4.522648 |
| Skew | 2.169345 |
| Kurtosis | 13.408488 |
| Tail Ratio | 1.461595 |
| Common Sense Ratio | 2.285957 |
| Value at Risk | -0.011684 |
| Alpha | 0.61465 |
| Beta | -0.058393 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, FITB) | 199.402875 | 2023-05-31 | 22.141899 | 0.0 | 2023-06-07 | 24.654137 | 0.0 | 500.947565 | 0.113461 | Long | Closed |
| 1 | 1 | (entries/exits, FITB) | 251.094605 | 2023-06-07 | 24.749712 | 0.0 | 2023-08-07 | 26.109092 | 0.0 | -341.333015 | -0.054925 | Short | Closed |
| 2 | 2 | (entries/exits, FITB) | 219.844043 | 2023-08-07 | 26.040557 | 0.0 | 2023-09-11 | 24.452135 | 0.0 | -349.205120 | -0.060998 | Long | Closed |
| 3 | 3 | (entries/exits, FITB) | 257.528337 | 2023-09-11 | 24.226777 | 0.0 | 2023-10-20 | 22.225915 | 0.0 | 515.278670 | 0.082589 | Short | Closed |
| 4 | 4 | (entries/exits, FITB) | 235.132078 | 2023-10-20 | 21.798542 | 0.0 | 2023-11-02 | 23.392312 | 0.0 | 374.746585 | 0.073114 | Long | Closed |
| 5 | 5 | (entries/exits, FITB) | 235.408613 | 2023-11-02 | 23.532109 | 0.0 | 2023-11-09 | 23.333267 | 0.0 | 46.809078 | 0.008450 | Short | Closed |
| 6 | 6 | (entries/exits, FITB) | 230.928450 | 2023-11-09 | 23.249877 | 0.0 | 2023-12-01 | 28.119679 | 0.0 | 1124.575751 | 0.209455 | Long | Closed |
| 7 | 7 | (entries/exits, FITB) | 216.994742 | 2023-12-01 | 29.012354 | 0.0 | 2024-01-16 | 31.748134 | 0.0 | -593.649781 | -0.094297 | Short | Closed |
| 8 | 8 | (entries/exits, FITB) | 170.834161 | 2024-01-16 | 31.828891 | 0.0 | 2024-02-02 | 32.083273 | 0.0 | 43.457042 | 0.007992 | Long | Closed |
| 9 | 9 | (entries/exits, FITB) | 217.844348 | 2024-02-02 | 32.233844 | 0.0 | 2024-04-04 | 33.634457 | 0.0 | -305.115634 | -0.043452 | Short | Closed |
| 10 | 10 | (entries/exits, FITB) | 175.262483 | 2024-04-04 | 33.652541 | 0.0 | 2024-04-19 | 34.624175 | 0.0 | 170.291030 | 0.028873 | Long | Closed |
| 11 | 11 | (entries/exits, FITB) | 179.257997 | 2024-04-19 | 34.812750 | 0.0 | 2024-05-13 | 36.420970 | 0.0 | -288.286187 | -0.046196 | Short | Closed |
| 12 | 12 | (entries/exits, FITB) | 195.145978 | 2024-05-13 | 36.241680 | 0.0 | 2024-06-24 | 35.071562 | 0.0 | -228.343679 | -0.032287 | Long | Closed |
| 13 | 13 | (entries/exits, FITB) | 205.033589 | 2024-06-24 | 35.380813 | 0.0 | 2024-08-12 | 37.600575 | 0.0 | -455.125623 | -0.062739 | Short | Closed |
| 14 | 14 | (entries/exits, FITB) | 157.000795 | 2024-08-12 | 37.573716 | 0.0 | 2024-08-23 | 40.534092 | 0.0 | 464.781492 | 0.078788 | Long | Closed |
| 15 | 15 | (entries/exits, FITB) | 159.386986 | 2024-08-23 | 40.568876 | 0.0 | 2024-09-12 | 39.768999 | 0.0 | 127.490062 | 0.019717 | Short | Closed |
| 16 | 16 | (entries/exits, FITB) | 149.854250 | 2024-09-12 | 39.720874 | 0.0 | 2024-09-19 | 42.072128 | 0.0 | 352.345422 | 0.059194 | Long | Closed |
| 17 | 17 | (entries/exits, FITB) | 151.690092 | 2024-09-19 | 42.052877 | 0.0 | 2024-10-01 | 40.756723 | 0.0 | 196.613714 | 0.030822 | Short | Closed |
| 18 | 18 | (entries/exits, FITB) | 153.117924 | 2024-10-01 | 40.736232 | 0.0 | 2024-10-11 | 42.618520 | 0.0 | 288.212054 | 0.046207 | Long | Closed |
| 19 | 19 | (entries/exits, FITB) | 155.912128 | 2024-10-11 | 42.637236 | 0.0 | 2024-10-31 | 42.566622 | 0.0 | 11.009640 | 0.001656 | Short | Closed |
| 20 | 20 | (entries/exits, FITB) | 155.230313 | 2024-10-31 | 42.470685 | 0.0 | 2024-11-06 | 45.574607 | 0.0 | 481.822738 | 0.073084 | Long | Closed |
| 21 | 21 | (entries/exits, FITB) | 160.977922 | 2024-11-06 | 45.602697 | 0.0 | 2024-12-04 | 45.633769 | 0.0 | -5.001835 | -0.000681 | Short | Closed |
| 22 | 22 | (entries/exits, FITB) | 178.993888 | 2024-12-04 | 45.190315 | 0.0 | 2025-01-07 | 42.065861 | 0.0 | -559.258157 | -0.069140 | Long | Closed |
| 23 | 23 | (entries/exits, FITB) | 177.873735 | 2025-01-07 | 42.065509 | 0.0 | 2025-01-10 | 40.364944 | 0.0 | 302.485716 | 0.040427 | Short | Closed |
| 24 | 24 | (entries/exits, FITB) | 185.153007 | 2025-01-10 | 40.364944 | 0.0 | 2025-01-14 | 42.094244 | 0.0 | 320.184971 | 0.042842 | Long | Closed |
| 25 | 25 | (entries/exits, FITB) | 201.058076 | 2025-01-14 | 42.203582 | 0.0 | 2025-02-10 | 42.671675 | 0.0 | -94.113999 | -0.011091 | Short | Closed |
| 26 | 26 | (entries/exits, FITB) | 226.685652 | 2025-02-10 | 41.895653 | 0.0 | 2025-04-02 | 39.321550 | 0.0 | -583.512144 | -0.061441 | Long | Closed |
| 27 | 27 | (entries/exits, FITB) | 192.724750 | 2025-04-02 | 39.266846 | 0.0 | 2025-04-03 | 35.153839 | 0.0 | 792.678166 | 0.104745 | Short | Closed |
| 28 | 28 | (entries/exits, FITB) | 260.366881 | 2025-04-03 | 34.905343 | 0.0 | 2025-04-17 | 33.983136 | 0.0 | -240.112035 | -0.026420 | Long | Open |
| 29 | 29 | (entries/exits stock two, GEN) | 341.451079 | 2023-05-31 | 16.769847 | 0.0 | 2023-06-07 | 16.990110 | 0.0 | -75.208972 | -0.013134 | Short | Closed |
| 30 | 30 | (entries/exits stock two, GEN) | 397.580964 | 2023-06-07 | 17.071371 | 0.0 | 2023-08-07 | 19.777926 | 0.0 | 1076.075015 | 0.158544 | Long | Closed |
| 31 | 31 | (entries/exits stock two, GEN) | 383.971469 | 2023-08-07 | 20.045706 | 0.0 | 2023-09-11 | 18.773332 | 0.0 | 488.555327 | 0.063474 | Short | Closed |
| 32 | 32 | (entries/exits stock two, GEN) | 403.408841 | 2023-09-11 | 18.384458 | 0.0 | 2023-10-20 | 16.588715 | 0.0 | -724.418486 | -0.097677 | Long | Closed |
| 33 | 33 | (entries/exits stock two, GEN) | 410.380559 | 2023-10-20 | 16.463066 | 0.0 | 2023-11-02 | 16.508394 | 0.0 | -18.602072 | -0.002753 | Short | Closed |
| 34 | 34 | (entries/exits stock two, GEN) | 394.998346 | 2023-11-02 | 16.520803 | 0.0 | 2023-11-09 | 18.225877 | 0.0 | 673.501685 | 0.103208 | Long | Closed |
| 35 | 35 | (entries/exits stock two, GEN) | 388.394370 | 2023-11-09 | 18.279314 | 0.0 | 2023-12-01 | 21.278345 | 0.0 | -1164.806974 | -0.164067 | Short | Closed |
| 36 | 36 | (entries/exits stock two, GEN) | 340.994189 | 2023-12-01 | 21.638375 | 0.0 | 2024-01-16 | 22.348997 | 0.0 | 242.317965 | 0.032841 | Long | Closed |
| 37 | 37 | (entries/exits stock two, GEN) | 316.767869 | 2024-01-16 | 22.415121 | 0.0 | 2024-02-02 | 20.808602 | 0.0 | 508.893551 | 0.071671 | Short | Closed |
| 38 | 38 | (entries/exits stock two, GEN) | 387.636460 | 2024-02-02 | 20.595720 | 0.0 | 2024-04-04 | 21.393786 | 0.0 | 309.359378 | 0.038749 | Long | Closed |
| 39 | 39 | (entries/exits stock two, GEN) | 370.903126 | 2024-04-04 | 21.306300 | 0.0 | 2024-04-19 | 20.011282 | 0.0 | 480.326376 | 0.060781 | Short | Closed |
| 40 | 40 | (entries/exits stock two, GEN) | 381.419744 | 2024-04-19 | 19.941166 | 0.0 | 2024-05-13 | 23.108329 | 0.0 | 1208.018641 | 0.158825 | Long | Closed |
| 41 | 41 | (entries/exits stock two, GEN) | 401.119712 | 2024-05-13 | 23.433993 | 0.0 | 2024-06-24 | 23.706658 | 0.0 | -109.371350 | -0.011635 | Short | Closed |
| 42 | 42 | (entries/exits stock two, GEN) | 362.367237 | 2024-06-24 | 23.643014 | 0.0 | 2024-08-12 | 24.174104 | 0.0 | 192.449455 | 0.022463 | Long | Closed |
| 43 | 43 | (entries/exits stock two, GEN) | 324.297141 | 2024-08-12 | 24.112924 | 0.0 | 2024-08-23 | 25.263400 | 0.0 | -373.096000 | -0.047712 | Short | Closed |
| 44 | 44 | (entries/exits stock two, GEN) | 311.081644 | 2024-08-23 | 25.285175 | 0.0 | 2024-09-12 | 25.799118 | 0.0 | 159.878423 | 0.020326 | Long | Closed |
| 45 | 45 | (entries/exits stock two, GEN) | 301.765980 | 2024-09-12 | 25.808827 | 0.0 | 2024-09-19 | 26.411665 | 0.0 | -181.916056 | -0.023358 | Short | Closed |
| 46 | 46 | (entries/exits stock two, GEN) | 302.853371 | 2024-09-19 | 26.410373 | 0.0 | 2024-10-01 | 26.731874 | 0.0 | 97.367731 | 0.012173 | Long | Closed |
| 47 | 47 | (entries/exits stock two, GEN) | 305.235970 | 2024-10-01 | 26.729673 | 0.0 | 2024-10-11 | 27.270584 | 0.0 | -165.105577 | -0.020236 | Short | Closed |
| 48 | 48 | (entries/exits stock two, GEN) | 310.631346 | 2024-10-11 | 27.242307 | 0.0 | 2024-10-31 | 28.553424 | 0.0 | 407.274027 | 0.048128 | Long | Closed |
| 49 | 49 | (entries/exits stock two, GEN) | 300.910570 | 2024-10-31 | 28.585734 | 0.0 | 2024-11-06 | 28.619613 | 0.0 | -10.194658 | -0.001185 | Short | Closed |
| 50 | 50 | (entries/exits stock two, GEN) | 309.319609 | 2024-11-06 | 28.660768 | 0.0 | 2024-12-04 | 31.201831 | 0.0 | 786.000540 | 0.088660 | Long | Closed |
| 51 | 51 | (entries/exits stock two, GEN) | 363.117686 | 2024-12-04 | 30.712250 | 0.0 | 2025-01-07 | 26.704872 | 0.0 | 1455.149975 | 0.130481 | Short | Closed |
| 52 | 52 | (entries/exits stock two, GEN) | 356.800297 | 2025-01-07 | 26.637178 | 0.0 | 2025-01-10 | 26.557892 | 0.0 | -28.289462 | -0.002977 | Long | Closed |
| 53 | 53 | (entries/exits stock two, GEN) | 366.242274 | 2025-01-10 | 26.557432 | 0.0 | 2025-01-14 | 26.794840 | 0.0 | -86.948795 | -0.008939 | Short | Closed |
| 54 | 54 | (entries/exits stock two, GEN) | 383.975013 | 2025-01-14 | 26.800118 | 0.0 | 2025-02-10 | 27.724100 | 0.0 | 354.785927 | 0.034477 | Long | Closed |
| 55 | 55 | (entries/exits stock two, GEN) | 461.922912 | 2025-02-10 | 27.576408 | 0.0 | 2025-04-02 | 26.916546 | 0.0 | 304.805562 | 0.023929 | Short | Closed |
| 56 | 56 | (entries/exits stock two, GEN) | 364.265596 | 2025-04-02 | 26.785990 | 0.0 | 2025-04-03 | 25.784367 | 0.0 | -364.856855 | -0.037394 | Long | Closed |
| 57 | 57 | (entries/exits stock two, GEN) | 470.504392 | 2025-04-03 | 25.425184 | 0.0 | 2025-04-17 | 24.327596 | 0.0 | 516.420310 | 0.043169 | Short | Open |
| group | |
|---|---|
| Start | 2023-10-11 00:00:00 |
| End | 2025-09-11 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 17233.638932 |
| Total Return [%] | 72.336389 |
| Max Gross Exposure [%] | 318.47172 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 9.405565 |
| Max Drawdown Duration | 91 days 00:00:00 |
| Profit Factor | 2.194038 |
| Expectancy | 15.222436 |
| Sharpe Ratio | 2.092988 |
| Calmar Ratio | 5.436907 |
| Omega Ratio | 1.413622 |
| Sortino Ratio | 4.199764 |
| Skew | 2.807095 |
| Kurtosis | 18.435649 |
| Tail Ratio | 1.165545 |
| Common Sense Ratio | 1.761572 |
| Value at Risk | -0.012614 |
| Alpha | 0.600435 |
| Beta | -0.103198 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, FITB) | 159.786047 | 2023-10-17 | 23.685269 | 0.0 | 2023-10-20 | 21.848499 | 0.0 | 293.490290 | 0.077549 | Short | Closed |
| 1 | 1 | (entries/exits, FITB) | 180.891087 | 2023-10-20 | 21.796759 | 0.0 | 2023-11-02 | 23.383905 | 0.0 | 287.100611 | 0.072816 | Long | Closed |
| 2 | 2 | (entries/exits, FITB) | 179.619901 | 2023-11-02 | 23.536123 | 0.0 | 2023-11-09 | 23.325250 | 0.0 | 37.877069 | 0.008960 | Short | Closed |
| 3 | 3 | (entries/exits, FITB) | 176.859583 | 2023-11-09 | 23.250259 | 0.0 | 2023-12-01 | 28.059028 | 0.0 | 850.476782 | 0.206826 | Long | Closed |
| 4 | 4 | (entries/exits, FITB) | 160.624739 | 2023-12-01 | 29.004447 | 0.0 | 2024-01-16 | 31.750450 | 0.0 | -441.076112 | -0.094675 | Short | Closed |
| 5 | 5 | (entries/exits, FITB) | 129.397073 | 2024-01-16 | 31.832443 | 0.0 | 2024-02-02 | 32.090068 | 0.0 | 33.335904 | 0.008093 | Long | Closed |
| 6 | 6 | (entries/exits, FITB) | 163.966303 | 2024-02-02 | 32.232202 | 0.0 | 2024-04-04 | 33.629420 | 0.0 | -229.096704 | -0.043349 | Short | Closed |
| 7 | 7 | (entries/exits, FITB) | 134.917039 | 2024-04-04 | 33.646652 | 0.0 | 2024-04-19 | 34.623392 | 0.0 | 131.778827 | 0.029029 | Long | Closed |
| 8 | 8 | (entries/exits, FITB) | 137.807300 | 2024-04-19 | 34.836740 | 0.0 | 2024-05-13 | 36.425978 | 0.0 | -219.008560 | -0.045620 | Short | Closed |
| 9 | 9 | (entries/exits, FITB) | 153.959723 | 2024-05-13 | 36.215214 | 0.0 | 2024-06-24 | 35.078481 | 0.0 | -175.011039 | -0.031388 | Long | Closed |
| 10 | 10 | (entries/exits, FITB) | 158.316572 | 2024-06-24 | 35.375931 | 0.0 | 2024-08-12 | 37.606207 | 0.0 | -353.089666 | -0.063045 | Short | Closed |
| 11 | 11 | (entries/exits, FITB) | 122.927237 | 2024-08-12 | 37.576675 | 0.0 | 2024-08-23 | 40.521911 | 0.0 | 362.049765 | 0.078379 | Long | Closed |
| 12 | 12 | (entries/exits, FITB) | 122.999848 | 2024-08-23 | 40.573751 | 0.0 | 2024-09-12 | 39.768146 | 0.0 | 99.089287 | 0.019855 | Short | Closed |
| 13 | 13 | (entries/exits, FITB) | 116.004566 | 2024-09-12 | 39.721130 | 0.0 | 2024-09-19 | 42.068458 | 0.0 | 272.300820 | 0.059095 | Long | Closed |
| 14 | 14 | (entries/exits, FITB) | 116.572560 | 2024-09-19 | 42.055484 | 0.0 | 2024-10-01 | 40.754813 | 0.0 | 151.622543 | 0.030927 | Short | Closed |
| 15 | 15 | (entries/exits, FITB) | 117.878710 | 2024-10-01 | 40.736324 | 0.0 | 2024-10-11 | 42.613114 | 0.0 | 221.233586 | 0.046072 | Long | Closed |
| 16 | 16 | (entries/exits, FITB) | 118.477637 | 2024-10-11 | 42.636855 | 0.0 | 2024-10-31 | 42.563770 | 0.0 | 8.658903 | 0.001714 | Short | Closed |
| 17 | 17 | (entries/exits, FITB) | 119.591051 | 2024-10-31 | 42.466460 | 0.0 | 2024-11-06 | 45.570080 | 0.0 | 371.165192 | 0.073084 | Long | Closed |
| 18 | 18 | (entries/exits, FITB) | 122.692444 | 2024-11-06 | 45.602929 | 0.0 | 2024-12-04 | 45.628874 | 0.0 | -3.183289 | -0.000569 | Short | Closed |
| 19 | 19 | (entries/exits, FITB) | 140.287289 | 2024-12-04 | 45.143379 | 0.0 | 2025-01-07 | 42.064992 | 0.0 | -431.858589 | -0.068191 | Long | Closed |
| 20 | 20 | (entries/exits, FITB) | 138.948189 | 2025-01-07 | 42.065670 | 0.0 | 2025-01-10 | 40.364944 | 0.0 | 236.312757 | 0.040430 | Short | Closed |
| 21 | 21 | (entries/exits, FITB) | 144.247613 | 2025-01-10 | 40.364944 | 0.0 | 2025-01-14 | 42.093220 | 0.0 | 249.299659 | 0.042816 | Long | Closed |
| 22 | 22 | (entries/exits, FITB) | 155.578210 | 2025-01-14 | 42.202068 | 0.0 | 2025-02-10 | 42.666274 | 0.0 | -72.220250 | -0.011000 | Short | Closed |
| 23 | 23 | (entries/exits, FITB) | 181.235302 | 2025-02-10 | 41.829405 | 0.0 | 2025-04-02 | 39.326110 | 0.0 | -453.685537 | -0.059845 | Long | Closed |
| 24 | 24 | (entries/exits, FITB) | 151.234753 | 2025-04-02 | 39.266846 | 0.0 | 2025-04-03 | 35.153839 | 0.0 | 622.029535 | 0.104745 | Short | Closed |
| 25 | 25 | (entries/exits, FITB) | 214.722719 | 2025-04-03 | 34.820388 | 0.0 | 2025-05-02 | 36.414795 | 0.0 | 342.355503 | 0.045789 | Long | Closed |
| 26 | 26 | (entries/exits, FITB) | 169.884492 | 2025-05-02 | 36.758942 | 0.0 | 2025-05-07 | 36.388575 | 0.0 | 62.919560 | 0.010076 | Short | Closed |
| 27 | 27 | (entries/exits, FITB) | 196.464631 | 2025-05-07 | 36.574171 | 0.0 | 2025-06-23 | 39.566732 | 0.0 | 587.932512 | 0.081822 | Long | Closed |
| 28 | 28 | (entries/exits, FITB) | 184.465208 | 2025-06-23 | 40.130324 | 0.0 | 2025-08-08 | 41.789015 | 0.0 | -305.970699 | -0.041333 | Short | Closed |
| 29 | 29 | (entries/exits, FITB) | 162.574582 | 2025-08-08 | 41.653287 | 0.0 | 2025-08-22 | 44.651336 | 0.0 | 487.406657 | 0.071976 | Long | Closed |
| 30 | 30 | (entries/exits, FITB) | 154.828874 | 2025-08-22 | 44.818817 | 0.0 | 2025-09-11 | 45.298262 | 0.0 | -74.231908 | -0.010697 | Short | Open |
| 31 | 31 | (entries/exits stock two, GEN) | 376.604160 | 2023-10-17 | 17.022635 | 0.0 | 2023-10-20 | 16.504450 | 0.0 | -195.150582 | -0.030441 | Long | Closed |
| 32 | 32 | (entries/exits stock two, GEN) | 422.814750 | 2023-10-20 | 16.460119 | 0.0 | 2023-11-02 | 16.506211 | 0.0 | -19.488337 | -0.002800 | Short | Closed |
| 33 | 33 | (entries/exits stock two, GEN) | 401.617900 | 2023-11-02 | 16.519777 | 0.0 | 2023-11-09 | 18.233565 | 0.0 | 688.288073 | 0.103742 | Long | Closed |
| 34 | 34 | (entries/exits stock two, GEN) | 398.224743 | 2023-11-09 | 18.277362 | 0.0 | 2023-12-01 | 21.243626 | 0.0 | -1181.239713 | -0.162292 | Short | Closed |
| 35 | 35 | (entries/exits stock two, GEN) | 336.550916 | 2023-12-01 | 21.635677 | 0.0 | 2024-01-16 | 22.356997 | 0.0 | 242.760912 | 0.033339 | Long | Closed |
| 36 | 36 | (entries/exits stock two, GEN) | 320.865900 | 2024-01-16 | 22.416344 | 0.0 | 2024-02-02 | 20.823890 | 0.0 | 510.964232 | 0.071040 | Short | Closed |
| 37 | 37 | (entries/exits stock two, GEN) | 384.971690 | 2024-02-02 | 20.588817 | 0.0 | 2024-04-04 | 21.401137 | 0.0 | 312.720382 | 0.039454 | Long | Closed |
| 38 | 38 | (entries/exits stock two, GEN) | 381.916407 | 2024-04-04 | 21.299713 | 0.0 | 2024-04-19 | 20.014211 | 0.0 | 490.954103 | 0.060353 | Short | Closed |
| 39 | 39 | (entries/exits stock two, GEN) | 387.946925 | 2024-04-19 | 19.943372 | 0.0 | 2024-05-13 | 23.147691 | 0.0 | 1243.105895 | 0.160671 | Long | Closed |
| 40 | 40 | (entries/exits stock two, GEN) | 421.742999 | 2024-05-13 | 23.440289 | 0.0 | 2024-06-24 | 23.711737 | 0.0 | -114.481159 | -0.011580 | Short | Closed |
| 41 | 41 | (entries/exits stock two, GEN) | 371.011055 | 2024-06-24 | 23.631172 | 0.0 | 2024-08-12 | 24.161642 | 0.0 | 196.810271 | 0.022448 | Long | Closed |
| 42 | 42 | (entries/exits stock two, GEN) | 340.227792 | 2024-08-12 | 24.114016 | 0.0 | 2024-08-23 | 25.259872 | 0.0 | -389.852055 | -0.047518 | Short | Closed |
| 43 | 43 | (entries/exits stock two, GEN) | 320.889993 | 2024-08-23 | 25.285250 | 0.0 | 2024-09-12 | 25.800313 | 0.0 | 165.278472 | 0.020370 | Long | Closed |
| 44 | 44 | (entries/exits stock two, GEN) | 313.371553 | 2024-09-12 | 25.808862 | 0.0 | 2024-09-19 | 26.410528 | 0.0 | -188.545071 | -0.023312 | Short | Closed |
| 45 | 45 | (entries/exits stock two, GEN) | 311.383579 | 2024-09-19 | 26.411287 | 0.0 | 2024-10-01 | 26.731701 | 0.0 | 99.771555 | 0.012132 | Long | Closed |
| 46 | 46 | (entries/exits stock two, GEN) | 314.861028 | 2024-10-01 | 26.729658 | 0.0 | 2024-10-11 | 27.270212 | 0.0 | -170.199377 | -0.020223 | Short | Closed |
| 47 | 47 | (entries/exits stock two, GEN) | 316.056387 | 2024-10-11 | 27.248298 | 0.0 | 2024-10-31 | 28.563507 | 0.0 | 415.680378 | 0.048268 | Long | Closed |
| 48 | 48 | (entries/exits stock two, GEN) | 310.596464 | 2024-10-31 | 28.583477 | 0.0 | 2024-11-06 | 28.619386 | 0.0 | -11.153280 | -0.001256 | Short | Closed |
| 49 | 49 | (entries/exits stock two, GEN) | 314.927005 | 2024-11-06 | 28.655809 | 0.0 | 2024-12-04 | 31.216569 | 0.0 | 806.452366 | 0.089363 | Long | Closed |
| 50 | 50 | (entries/exits stock two, GEN) | 380.555239 | 2024-12-04 | 30.670077 | 0.0 | 2025-01-07 | 26.704375 | 0.0 | 1509.168588 | 0.129302 | Short | Closed |
| 51 | 51 | (entries/exits stock two, GEN) | 373.641875 | 2025-01-07 | 26.637130 | 0.0 | 2025-01-10 | 26.557892 | 0.0 | -29.606574 | -0.002975 | Long | Closed |
| 52 | 52 | (entries/exits stock two, GEN) | 382.157358 | 2025-01-10 | 26.557476 | 0.0 | 2025-01-14 | 26.794840 | 0.0 | -90.710225 | -0.008938 | Short | Closed |
| 53 | 53 | (entries/exits stock two, GEN) | 396.387849 | 2025-01-14 | 26.799322 | 0.0 | 2025-02-10 | 27.729951 | 0.0 | 368.890190 | 0.034726 | Long | Closed |
| 54 | 54 | (entries/exits stock two, GEN) | 492.053493 | 2025-02-10 | 27.561393 | 0.0 | 2025-04-02 | 26.921569 | 0.0 | 314.827953 | 0.023215 | Short | Closed |
| 55 | 55 | (entries/exits stock two, GEN) | 383.196501 | 2025-04-02 | 26.785990 | 0.0 | 2025-04-03 | 25.784367 | 0.0 | -383.818488 | -0.037394 | Long | Closed |
| 56 | 56 | (entries/exits stock two, GEN) | 530.031020 | 2025-04-03 | 25.306562 | 0.0 | 2025-05-02 | 25.531763 | 0.0 | -119.363477 | -0.008899 | Short | Closed |
| 57 | 57 | (entries/exits stock two, GEN) | 413.640641 | 2025-05-02 | 25.713399 | 0.0 | 2025-05-07 | 27.609106 | 0.0 | 784.141564 | 0.073724 | Long | Closed |
| 58 | 58 | (entries/exits stock two, GEN) | 477.990922 | 2025-05-07 | 27.759226 | 0.0 | 2025-06-23 | 28.725886 | 0.0 | -462.054601 | -0.034823 | Short | Closed |
| 59 | 59 | (entries/exits stock two, GEN) | 423.658104 | 2025-06-23 | 28.735298 | 0.0 | 2025-08-08 | 30.273154 | 0.0 | 651.525109 | 0.053518 | Long | Closed |
| 60 | 60 | (entries/exits stock two, GEN) | 394.393157 | 2025-08-08 | 30.377633 | 0.0 | 2025-08-22 | 31.570987 | 0.0 | -470.650553 | -0.039284 | Short | Closed |
| 61 | 61 | (entries/exits stock two, GEN) | 375.042627 | 2025-08-22 | 31.519609 | 0.0 | 2025-09-11 | 29.676109 | 0.0 | -691.391026 | -0.058487 | Long | Open |